+827.0%
FCX vs SPG
+4,679.3%
-3,852.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.9% | -3.6% |
| 7D | -2.4% | +5.6% | -7.9% | -4.9% |
| 30D | -18.0% | +17.6% | -35.6% | -24.5% |
| 3M | -14.3% | +7.5% | -21.7% | -17.5% |
| 6M | -1.7% | +18.5% | -20.3% | -10.5% |
| YTD | +19.8% | +30.9% | -11.1% | +3.5% |
| 1Y | +48.6% | +34.1% | +14.5% | +26.8% |
| 3Y | +85.8% | +135.5% | -49.7% | +19.6% |
| 5Y | +72.2% | +86.5% | -14.3% | +23.2% |
| 10Y | +386.3% | +116.1% | +270.2% | +183.8% |
| All | +827.0% | +4,679.3% | -3,852.3% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling