+60.3%
FCX vs SPGI
+3.2%
+57.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +1.8% |
| 7D | -6.0% | +7.2% | -13.2% | -5.1% |
| 30D | -13.6% | +23.2% | -36.8% | -11.1% |
| 3M | -6.8% | +17.0% | -23.8% | -4.8% |
| 6M | +13.2% | +20.4% | -7.3% | +16.1% |
| YTD | +24.4% | -1.9% | +26.3% | +22.3% |
| 1Y | +60.3% | +2.9% | +57.4% | +51.7% |
| All | +60.3% | +3.2% | +57.1% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 1y: compounded portfolio wealth divided by compounded SPGI 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…
1y analysis · Full analysis span regression · 6 months rolling