+789.9%
FCX vs SUI
+2,987.4%
-2,197.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -7.8% |
| 7D | -12.5% | +8.8% | -21.2% | -16.1% |
| 30D | -20.0% | +8.9% | -29.0% | -23.7% |
| 3M | -16.4% | +2.0% | -18.4% | -17.8% |
| 6M | +0.8% | -0.6% | +1.5% | -0.4% |
| YTD | +15.1% | +1.3% | +13.7% | +12.2% |
| 1Y | +45.3% | +1.3% | +44.1% | +41.7% |
| 3Y | +70.9% | +16.3% | +54.7% | +51.6% |
| 5Y | +67.5% | -25.1% | +92.5% | +82.6% |
| 10Y | +483.0% | +121.1% | +362.0% | +248.3% |
| All | +789.9% | +2,987.4% | -2,197.5% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling