+8,434.7%
SHOP vs FCX
+282.9%
+8,151.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -4.9% | -0.2% | -3.7% |
| 30D | +0.6% | +4.8% | -4.2% | -1.0% |
| 3M | +25.0% | +4.6% | +20.4% | +22.5% |
| 6M | +11.9% | +10.8% | +1.1% | +6.5% |
| YTD | -9.9% | +44.2% | -54.1% | -21.0% |
| 1Y | 0.0% | +59.6% | -59.6% | -15.4% |
| 3Y | +117.5% | +82.2% | +35.2% | +75.3% |
| 5Y | -6.6% | +115.6% | -122.3% | -28.4% |
| 10Y | +3,320.3% | +670.6% | +2,649.8% | +1,727.4% |
| All | +8,434.7% | +282.9% | +8,151.8% | +4,665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling