+52.7%
FCX vs SPOT
-1.8%
+54.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.5% | +3.0% |
| 7D | -0.8% | -3.0% | +2.2% | -0.8% |
| 30D | -15.1% | +15.2% | -30.2% | -14.7% |
| 3M | -9.6% | +21.6% | -31.2% | -9.4% |
| 6M | -3.1% | +45.2% | -48.3% | -5.1% |
| YTD | +23.4% | +4.9% | +18.6% | +26.1% |
| 1Y | +52.7% | -4.8% | +57.4% | +58.3% |
| All | +52.7% | -1.8% | +54.5% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling