+114.3%
FCX vs SO
+58.2%
+56.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | +4.8% | -4.6% | +9.4% | +5.5% |
| 3M | +4.6% | -3.0% | +7.7% | +4.8% |
| 6M | +10.8% | -8.3% | +19.1% | +12.2% |
| YTD | +44.2% | +3.5% | +40.7% | +41.9% |
| 1Y | +59.6% | -0.9% | +60.5% | +58.2% |
| 3Y | +82.2% | +45.4% | +36.9% | +54.1% |
| All | +114.3% | +58.2% | +56.1% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling