+430.7%
FCX vs SPGI
+335.6%
+95.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.4% |
| 7D | -1.0% | -0.9% | -0.2% | -0.4% |
| 30D | -15.2% | +15.5% | -30.7% | -23.0% |
| 3M | -10.3% | +15.7% | -25.9% | -19.3% |
| 6M | +1.6% | +19.1% | -17.5% | -12.5% |
| YTD | +23.9% | -4.1% | +27.9% | +21.2% |
| 1Y | +58.0% | +1.2% | +56.8% | +48.4% |
| 3Y | +94.6% | +31.6% | +63.0% | +46.9% |
| 5Y | +70.4% | +12.4% | +57.9% | +42.6% |
| 10Y | +430.7% | +334.3% | +96.4% | +77.9% |
| All | +430.7% | +335.6% | +95.0% | +77.9% |
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