+1,069.2%
FCX vs SU
+7,861.2%
-6,792.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.6% |
| 7D | +3.1% | +1.6% | +1.5% | +2.0% |
| 30D | +8.1% | +10.7% | -2.6% | +0.5% |
| 3M | +18.9% | +13.5% | +5.4% | +7.4% |
| 6M | +26.6% | +21.8% | +4.8% | +6.7% |
| YTD | +51.2% | +58.8% | -7.7% | +6.4% |
| 1Y | +75.6% | +72.0% | +3.5% | +16.5% |
| 3Y | +101.7% | +121.7% | -20.0% | +10.1% |
| 5Y | +134.6% | +350.4% | -215.8% | -24.2% |
| 10Y | +724.2% | +264.7% | +459.5% | +174.8% |
| All | +1,069.2% | +7,861.2% | -6,792.0% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling