+82.0%
FCX vs SOLS
+20.3%
+61.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.2% |
| 7D | +3.1% | +3.7% | -0.6% | +1.8% |
| 30D | +8.1% | +5.0% | +3.1% | +5.9% |
| 3M | +18.9% | -21.1% | +40.0% | +28.1% |
| 6M | +26.6% | -14.2% | +40.8% | +32.3% |
| YTD | +51.2% | +30.6% | +20.5% | +40.3% |
| All | +82.0% | +20.3% | +61.7% | +67.5% |
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