+701.1%
FCX vs SPGI
+296.1%
+404.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.2% | +8.6% | +7.4% |
| 7D | +5.7% | -2.5% | +8.2% | +7.1% |
| 30D | +10.1% | +5.4% | +4.6% | +5.5% |
| 3M | +20.2% | +9.0% | +11.1% | +10.7% |
| 6M | +29.7% | +0.8% | +28.9% | +25.2% |
| YTD | +51.9% | -12.6% | +64.5% | +58.5% |
| 1Y | +66.0% | -16.1% | +82.1% | +77.7% |
| 3Y | +102.7% | +19.0% | +83.8% | +63.7% |
| 5Y | +138.9% | +5.1% | +133.8% | +107.4% |
| 10Y | +701.1% | +295.5% | +405.6% | +170.9% |
| All | +701.1% | +296.1% | +404.9% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling