+387.0%
FCX vs SPOT
+215.3%
+171.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | +3.1% | -6.5% | +9.6% | +4.9% |
| 30D | +8.1% | +2.2% | +5.9% | +7.2% |
| 3M | +18.9% | +5.4% | +13.5% | +16.4% |
| 6M | +26.6% | -4.0% | +30.6% | +26.2% |
| YTD | +51.2% | -9.9% | +61.1% | +51.8% |
| 1Y | +75.6% | -27.3% | +102.8% | +86.7% |
| 3Y | +101.7% | +236.4% | -134.7% | +32.0% |
| 5Y | +134.6% | +112.6% | +22.0% | +65.6% |
| All | +387.0% | +215.3% | +171.7% | +125.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling