+80.8%
FCX vs SOUN
-28.0%
+108.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -3.1% | -3.5% | -6.4% |
| 7D | -1.9% | -6.8% | +5.0% | -1.5% |
| 30D | +3.4% | -15.2% | +18.6% | +4.3% |
| 3M | +15.0% | -7.0% | +21.9% | +15.3% |
| 6M | +14.6% | -20.5% | +35.2% | +15.5% |
| YTD | +41.2% | -37.0% | +78.2% | +43.7% |
| 1Y | +60.4% | -55.3% | +115.7% | +65.7% |
| 3Y | +88.4% | +173.0% | -84.6% | +80.9% |
| All | +80.8% | -28.0% | +108.8% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 10y: compounded portfolio wealth divided by compounded SOUN 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…
10y analysis · Full analysis span regression · 6 months rolling