+858.0%
FCX vs SO
+2,845.6%
-1,987.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.4% |
| 7D | -1.0% | -1.1% | +0.1% | -0.6% |
| 30D | -15.2% | +8.6% | -23.8% | -18.3% |
| 3M | -10.3% | +1.8% | -12.1% | -11.3% |
| 6M | +1.6% | +3.6% | -2.1% | -0.8% |
| YTD | +23.9% | +9.9% | +13.9% | +17.5% |
| 1Y | +58.0% | +5.7% | +52.3% | +52.2% |
| 3Y | +94.6% | +52.5% | +42.1% | +56.5% |
| 5Y | +70.4% | +77.3% | -6.9% | +26.6% |
| 10Y | +430.7% | +186.8% | +243.9% | +207.5% |
| All | +858.0% | +2,845.6% | -1,987.5% | +173.5% |
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