+85.8%
FCX vs SUI
+17.8%
+68.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.0% |
| 7D | -2.4% | +3.4% | -5.8% | -3.2% |
| 30D | -18.0% | +4.6% | -22.6% | -19.1% |
| 3M | -14.3% | +1.6% | -15.9% | -14.8% |
| 6M | -1.7% | -3.5% | +1.7% | -1.4% |
| YTD | +19.8% | -1.0% | +20.9% | +19.0% |
| 1Y | +48.6% | -1.7% | +50.4% | +48.0% |
| 3Y | +85.8% | +18.4% | +67.5% | +62.3% |
| All | +85.8% | +17.8% | +68.0% | +62.3% |
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