+50.0%
FCX vs SPGI
+1.8%
+48.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.4% | +2.6% | +3.0% |
| 7D | -0.8% | -1.4% | +0.6% | -1.0% |
| 30D | -15.1% | +15.3% | -30.3% | -13.3% |
| 3M | -9.6% | +16.5% | -26.1% | -7.7% |
| 6M | -3.1% | +19.8% | -22.9% | -0.6% |
| YTD | +23.4% | -3.2% | +26.7% | +20.5% |
| All | +50.0% | +1.8% | +48.2% | +41.1% |
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