+83.9%
FCX vs SPGI
+30.0%
+53.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.3% | +1.2% | -1.5% | -0.6% |
| 30D | -14.7% | +15.9% | -30.6% | -17.8% |
| 3M | -11.2% | +12.3% | -23.5% | -14.0% |
| 6M | -11.4% | +23.7% | -35.1% | -17.9% |
| YTD | +17.7% | -3.5% | +21.3% | +20.4% |
| 1Y | +47.5% | +0.4% | +47.1% | +46.7% |
| 3Y | +83.9% | +29.9% | +54.0% | +45.0% |
| All | +83.9% | +30.0% | +53.9% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling