+83.9%
FCX vs SPXS
-80.3%
+164.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -1.3% |
| 7D | -0.3% | -7.5% | +7.2% | -4.2% |
| 30D | -14.7% | +5.3% | -20.1% | -10.7% |
| 3M | -11.2% | +9.7% | -20.9% | -4.3% |
| 6M | -11.4% | -4.6% | -6.8% | -9.4% |
| YTD | +17.7% | -25.8% | +43.5% | +8.3% |
| 1Y | +47.5% | -28.8% | +76.3% | +33.7% |
| 3Y | +83.9% | -80.2% | +164.1% | -8.5% |
| All | +83.9% | -80.3% | +164.2% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling