+395.9%
FCX vs SUI
+120.9%
+275.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.8% | +3.8% | +3.4% |
| 7D | -0.8% | -2.4% | +1.7% | +0.2% |
| 30D | -15.1% | +3.3% | -18.4% | -16.7% |
| 3M | -9.6% | +0.7% | -10.3% | -10.4% |
| 6M | -3.1% | -4.1% | +1.1% | -2.5% |
| YTD | +23.4% | -1.8% | +25.3% | +22.3% |
| 1Y | +52.7% | -4.1% | +56.7% | +52.9% |
| 3Y | +91.4% | +17.4% | +74.0% | +69.7% |
| 5Y | +62.7% | -27.0% | +89.8% | +79.0% |
| 10Y | +395.9% | +121.2% | +274.7% | +412.8% |
| All | +395.9% | +120.9% | +275.0% | +412.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 10y: compounded portfolio wealth divided by compounded SUI 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…
10y analysis · Full analysis span regression · 6 months rolling