+813.3%
FCX vs SPGI
+8,918.9%
-8,105.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +3.2% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | -17.1% | +18.4% | -35.5% | -24.7% |
| 3M | -12.7% | +15.7% | -28.4% | -20.1% |
| 6M | -2.0% | +17.3% | -19.2% | -12.6% |
| YTD | +18.1% | -4.7% | +22.8% | +16.0% |
| 1Y | +55.2% | +1.8% | +53.4% | +46.7% |
| 3Y | +74.3% | +31.7% | +42.6% | +41.7% |
| 5Y | +71.9% | +12.1% | +59.8% | +51.9% |
| 10Y | +498.4% | +341.9% | +156.4% | +154.1% |
| All | +813.3% | +8,918.9% | -8,105.6% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling