+56.4%
FCX vs SOUN
-55.4%
+111.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.3% | -7.1% | +4.8% | -0.5% |
| 30D | +2.7% | -15.4% | +18.1% | +6.8% |
| 3M | +7.4% | -10.6% | +18.0% | +9.2% |
| 6M | +16.0% | -19.6% | +35.7% | +18.4% |
| YTD | +40.9% | -37.2% | +78.1% | +51.5% |
| 1Y | +56.4% | -57.1% | +113.5% | +78.5% |
| All | +56.4% | -55.4% | +111.9% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling