+813.3%
FCX vs SO
+2,806.8%
-1,993.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.1% |
| 7D | -4.9% | -1.5% | -3.4% | -4.3% |
| 30D | -17.1% | +8.1% | -25.2% | -20.0% |
| 3M | -12.7% | +0.2% | -12.9% | -13.1% |
| 6M | -2.0% | +0.4% | -2.4% | -3.0% |
| YTD | +18.1% | +8.5% | +9.6% | +12.6% |
| 1Y | +55.2% | +4.9% | +50.2% | +49.8% |
| 3Y | +74.3% | +47.9% | +26.4% | +42.0% |
| 5Y | +71.9% | +75.7% | -3.8% | +28.1% |
| 10Y | +498.4% | +178.0% | +320.4% | +251.0% |
| All | +813.3% | +2,806.8% | -1,993.5% | +162.1% |
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