+373.5%
FCX vs SRE
+127.7%
+245.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -0.3% | +1.8% | -2.1% | -1.2% |
| 30D | -14.7% | -3.0% | -11.7% | -13.6% |
| 3M | -11.2% | -7.3% | -3.9% | -8.4% |
| 6M | -11.4% | -11.9% | +0.5% | -6.6% |
| YTD | +17.7% | -7.9% | +25.6% | +20.5% |
| 1Y | +47.5% | -11.1% | +58.6% | +53.8% |
| 3Y | +83.9% | +24.8% | +59.1% | +53.3% |
| 5Y | +54.0% | +52.4% | +1.6% | +15.3% |
| All | +373.5% | +127.7% | +245.9% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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