+115.8%
FCX vs SU
+348.9%
-233.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | -2.3% | +2.2% | -4.5% | -3.5% |
| 30D | +2.7% | +8.4% | -5.8% | -2.2% |
| 3M | +7.4% | +12.1% | -4.7% | -0.5% |
| 6M | +16.0% | +19.7% | -3.6% | +0.9% |
| YTD | +40.9% | +58.4% | -17.5% | +2.6% |
| 1Y | +56.4% | +67.2% | -10.8% | +9.6% |
| 3Y | +84.2% | +125.0% | -40.8% | +4.7% |
| All | +115.8% | +348.9% | -233.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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