+613.6%
FCX vs SPXS
-99.5%
+713.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.9% | -8.5% | -5.6% |
| 7D | -1.9% | +6.4% | -8.2% | +1.4% |
| 30D | +3.4% | +6.0% | -2.6% | +6.8% |
| 3M | +15.0% | -11.6% | +26.6% | +9.5% |
| 6M | +14.6% | -28.7% | +43.4% | +0.7% |
| YTD | +41.2% | -26.3% | +67.5% | +27.4% |
| 1Y | +60.4% | -34.9% | +95.3% | +38.3% |
| 3Y | +88.4% | -79.5% | +167.9% | +6.4% |
| 5Y | +115.0% | -85.9% | +201.0% | +28.3% |
| All | +613.6% | -99.5% | +713.1% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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