+41.8%
SCHD vs FCX
+58.1%
-16.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.8% |
| 7D | +3.2% | -6.0% | +9.2% | +3.3% |
| 30D | +10.7% | -13.6% | +24.3% | +11.0% |
| 3M | +7.8% | -6.8% | +14.6% | +7.8% |
| 6M | +16.7% | +13.2% | +3.6% | +15.7% |
| YTD | +35.3% | +24.4% | +10.9% | +30.2% |
| 1Y | +41.8% | +60.3% | -18.5% | +31.1% |
| All | +41.8% | +58.1% | -16.3% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling