+906.7%
FCX vs SPXS
-100.0%
+1,006.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +1.0% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | +4.8% | +0.8% | +4.0% | +5.4% |
| 3M | +4.6% | -4.7% | +9.3% | +4.2% |
| 6M | +10.8% | -29.6% | +40.5% | -4.1% |
| YTD | +44.2% | -29.8% | +74.0% | +25.6% |
| 1Y | +59.6% | -38.9% | +98.5% | +31.1% |
| 3Y | +82.2% | -79.6% | +161.9% | -2.5% |
| 5Y | +115.6% | -85.9% | +201.5% | +22.1% |
| 10Y | +670.6% | -99.5% | +770.1% | +19.8% |
| All | +906.7% | -100.0% | +1,006.7% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling