+1,574.8%
FCX vs SRE
+1,525.5%
+49.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +0.6% |
| 7D | -4.9% | -0.3% | -4.5% | -4.9% |
| 30D | +4.8% | -0.7% | +5.5% | +4.6% |
| 3M | +4.6% | -6.3% | +10.9% | +7.5% |
| 6M | +10.8% | -10.7% | +21.5% | +16.7% |
| YTD | +44.2% | -3.5% | +47.7% | +44.6% |
| 1Y | +59.6% | +5.3% | +54.3% | +51.2% |
| 3Y | +82.2% | +31.8% | +50.5% | +45.7% |
| 5Y | +115.6% | +47.4% | +68.3% | +60.1% |
| 10Y | +670.6% | +120.6% | +550.0% | +323.0% |
| All | +1,574.8% | +1,525.5% | +49.3% | +232.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling