+41.7%
FCX vs SOLS
+25.7%
+16.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -0.3% | +14.0% | -14.3% | -4.9% |
| 30D | -14.7% | +10.0% | -24.7% | -17.8% |
| 3M | -11.2% | +5.8% | -17.0% | -13.4% |
| 6M | -11.4% | -25.2% | +13.8% | -2.9% |
| YTD | +17.7% | +36.5% | -18.8% | +7.2% |
| 1Y | +47.5% | +45.0% | +2.4% | +31.6% |
| All | +41.7% | +25.7% | +16.0% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 3y: compounded portfolio wealth divided by compounded SOLS 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…
3y analysis · Full analysis span regression · 6 months rolling