+701.1%
FCX vs SO
+156.9%
+544.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.0% |
| 7D | +5.7% | +1.0% | +4.7% | +5.4% |
| 30D | +10.1% | -3.2% | +13.3% | +11.1% |
| 3M | +20.2% | -1.7% | +21.9% | +20.4% |
| 6M | +29.7% | -7.2% | +36.9% | +32.1% |
| YTD | +51.9% | +4.6% | +47.4% | +48.1% |
| 1Y | +66.0% | +1.2% | +64.8% | +63.2% |
| 3Y | +102.7% | +45.3% | +57.5% | +68.9% |
| 5Y | +138.9% | +58.7% | +80.1% | +89.7% |
| 10Y | +701.1% | +155.9% | +545.2% | +568.3% |
| All | +701.1% | +156.9% | +544.2% | +568.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling