+1,015.5%
FCX vs SO
+2,673.7%
-1,658.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.5% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | +4.8% | -4.6% | +9.4% | +6.7% |
| 3M | +4.6% | -3.0% | +7.7% | +5.4% |
| 6M | +10.8% | -8.3% | +19.1% | +13.8% |
| YTD | +44.2% | +3.5% | +40.7% | +40.6% |
| 1Y | +59.6% | -0.9% | +60.5% | +57.9% |
| 3Y | +82.2% | +45.4% | +36.9% | +49.7% |
| 5Y | +115.6% | +59.6% | +56.0% | +67.8% |
| 10Y | +670.6% | +156.6% | +514.0% | +369.9% |
| All | +1,015.5% | +2,673.7% | -1,658.2% | +227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling