+724.2%
FCX vs SPG
+59.6%
+664.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +3.1% | -1.7% | +4.8% | +4.0% |
| 30D | +8.1% | -6.3% | +14.4% | +11.7% |
| 3M | +18.9% | -2.4% | +21.4% | +19.8% |
| 6M | +26.6% | +9.6% | +17.0% | +19.7% |
| YTD | +51.2% | +14.2% | +37.0% | +39.5% |
| 1Y | +75.6% | +19.3% | +56.3% | +58.1% |
| 3Y | +101.7% | +106.7% | -5.0% | +36.8% |
| 5Y | +134.6% | +104.2% | +30.4% | +58.1% |
| 10Y | +724.2% | +63.7% | +660.5% | +519.0% |
| All | +724.2% | +59.6% | +664.6% | +519.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SPG 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling