+411.4%
FCX vs SPMO
+495.2%
-83.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -0.2% |
| 7D | -0.3% | +6.3% | -6.7% | -7.1% |
| 30D | -14.7% | -8.9% | -5.9% | -5.2% |
| 3M | -11.2% | -13.2% | +2.1% | +4.5% |
| 6M | -11.4% | -9.3% | -2.1% | -1.2% |
| YTD | +17.7% | +11.6% | +6.2% | +3.7% |
| 1Y | +47.5% | +13.4% | +34.1% | +27.5% |
| 3Y | +83.9% | +122.9% | -39.0% | -27.7% |
| 5Y | +54.0% | +113.9% | -60.0% | -35.3% |
| 10Y | +372.9% | +460.5% | -87.7% | -2.8% |
| All | +411.4% | +495.2% | -83.8% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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