+53.6%
FCX vs SPGI
+1.8%
+51.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +5.0% |
| 7D | -1.0% | -0.9% | -0.2% | -1.1% |
| 30D | -15.2% | +15.5% | -30.7% | -13.4% |
| 3M | -10.3% | +15.7% | -25.9% | -8.5% |
| 6M | +1.6% | +19.1% | -17.5% | +4.0% |
| YTD | +23.9% | -4.1% | +27.9% | +20.8% |
| All | +53.6% | +1.8% | +51.8% | +44.4% |
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