+70.4%
FCX vs SPG
+81.6%
-11.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.0% | +2.9% | +3.6% |
| 7D | -1.0% | +5.1% | -6.1% | -4.0% |
| 30D | -15.2% | +16.8% | -32.1% | -23.4% |
| 3M | -10.3% | +5.7% | -15.9% | -13.6% |
| 6M | +1.6% | +17.8% | -16.2% | -9.9% |
| YTD | +23.9% | +30.1% | -6.2% | +2.1% |
| 1Y | +58.0% | +32.8% | +25.2% | +28.4% |
| 3Y | +94.6% | +137.2% | -42.6% | +4.1% |
| 5Y | +70.4% | +81.5% | -11.1% | +2.9% |
| All | +70.4% | +81.6% | -11.3% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling