-10.8%
SHOP vs FCX
+74.0%
-84.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -4.9% | -5.3% |
| 7D | -10.6% | +3.1% | -13.7% | -11.3% |
| 30D | -18.3% | +8.1% | -26.4% | -19.9% |
| 3M | +14.8% | +18.9% | -4.1% | +9.7% |
| 6M | -5.0% | +26.6% | -31.6% | -12.2% |
| YTD | -21.2% | +51.2% | -72.4% | -33.1% |
| All | -10.8% | +74.0% | -84.8% | -29.7% |
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