+74.3%
FCX vs SUI
+15.1%
+59.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.0% |
| 7D | -4.9% | +6.2% | -11.1% | -6.2% |
| 30D | -17.1% | +8.6% | -25.7% | -19.0% |
| 3M | -12.7% | +1.0% | -13.7% | -13.1% |
| 6M | -2.0% | -2.6% | +0.6% | -1.8% |
| YTD | +18.1% | -0.1% | +18.2% | +17.0% |
| 1Y | +55.2% | +0.5% | +54.7% | +53.4% |
| 3Y | +74.3% | +15.3% | +59.1% | +51.3% |
| All | +74.3% | +15.1% | +59.2% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling