+526.5%
FCX vs SPMO
+572.4%
-45.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | -1.6% |
| 7D | -4.9% | +2.0% | -6.9% | -7.0% |
| 30D | +4.8% | -0.4% | +5.2% | +5.0% |
| 3M | +4.6% | -1.9% | +6.5% | +6.4% |
| 6M | +10.8% | +25.0% | -14.2% | -14.5% |
| YTD | +44.2% | +26.0% | +18.2% | +10.4% |
| 1Y | +59.6% | +28.7% | +30.9% | +19.8% |
| 3Y | +82.2% | +160.9% | -78.7% | -40.3% |
| 5Y | +115.6% | +147.9% | -32.3% | -23.2% |
| 10Y | +670.6% | +518.9% | +151.6% | +38.7% |
| All | +526.5% | +572.4% | -45.9% | +1.8% |
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