+97.6%
FCX vs SRE
+30.8%
+66.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | +3.1% | +1.5% | +1.7% | +2.7% |
| 30D | +8.1% | +0.8% | +7.3% | +7.4% |
| 3M | +18.9% | -5.8% | +24.7% | +20.7% |
| 6M | +26.6% | -7.8% | +34.4% | +29.1% |
| YTD | +51.2% | -2.4% | +53.5% | +50.6% |
| 1Y | +75.6% | +8.9% | +66.6% | +67.2% |
| All | +97.6% | +30.8% | +66.7% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling