-11.2%
SHOP vs FCX
+54.7%
-65.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +1.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -14.7% | -14.7% | 0.0% | -8.0% |
| 3M | -7.2% | -11.2% | +3.9% | -2.6% |
| 6M | +54.2% | -11.4% | +65.6% | +58.9% |
| YTD | -8.6% | +17.7% | -26.3% | -21.6% |
| 1Y | +0.5% | +47.5% | -47.0% | -23.8% |
| 3Y | +135.9% | +83.9% | +52.1% | +45.8% |
| All | -11.2% | +54.7% | -65.9% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling