+373.5%
FCX vs SPXU
-99.5%
+473.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -1.4% |
| 7D | -0.3% | -7.6% | +7.3% | -4.0% |
| 30D | -14.7% | +5.3% | -20.1% | -11.0% |
| 3M | -11.2% | +9.6% | -20.8% | -4.7% |
| 6M | -11.4% | -4.5% | -6.9% | -9.5% |
| YTD | +17.7% | -25.9% | +43.6% | +8.6% |
| 1Y | +47.5% | -28.9% | +76.4% | +34.0% |
| 3Y | +83.9% | -80.5% | +164.4% | +1.9% |
| 5Y | +54.0% | -83.4% | +137.3% | +1.5% |
| All | +373.5% | -99.5% | +473.0% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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