+115.0%
FCX vs SRE
+46.9%
+68.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -6.1% |
| 7D | -1.9% | -0.7% | -1.2% | -1.5% |
| 30D | +3.4% | -1.7% | +5.1% | +3.7% |
| 3M | +15.0% | -7.1% | +22.0% | +18.1% |
| 6M | +14.6% | -8.4% | +23.0% | +18.0% |
| YTD | +41.2% | -3.5% | +44.7% | +41.4% |
| 1Y | +60.4% | +5.4% | +55.0% | +53.0% |
| 3Y | +88.4% | +29.5% | +58.9% | +50.1% |
| 5Y | +115.0% | +48.3% | +66.7% | +66.9% |
| All | +115.0% | +46.9% | +68.2% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling