+2,945.6%
SHOP vs FCX
+745.6%
+2,200.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -10.6% | +3.1% | -13.7% | -11.8% |
| 30D | -18.3% | +8.1% | -26.4% | -20.8% |
| 3M | +14.8% | +18.9% | -4.1% | +6.9% |
| 6M | -5.0% | +26.6% | -31.6% | -14.8% |
| YTD | -21.2% | +51.2% | -72.4% | -34.2% |
| 1Y | -11.6% | +75.6% | -87.2% | -30.5% |
| 3Y | +101.2% | +101.7% | -0.5% | +48.1% |
| 5Y | -15.7% | +134.6% | -150.3% | -41.3% |
| All | +2,945.6% | +745.6% | +2,200.1% | +1,319.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling