+364.6%
FCX vs SPOT
+227.0%
+137.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +1.1% |
| 7D | -4.9% | -0.9% | -3.9% | -4.6% |
| 30D | +4.8% | +12.5% | -7.7% | +1.3% |
| 3M | +4.6% | +9.9% | -5.3% | +1.3% |
| 6M | +10.8% | +1.6% | +9.3% | +8.7% |
| YTD | +44.2% | -6.6% | +50.8% | +43.5% |
| 1Y | +59.6% | -22.9% | +82.5% | +67.1% |
| 3Y | +82.2% | +244.3% | -162.0% | +18.7% |
| 5Y | +115.6% | +117.8% | -2.2% | +51.4% |
| All | +364.6% | +227.0% | +137.7% | +113.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling