+724.2%
FCX vs SPY
+312.5%
+411.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.2% |
| 7D | +3.1% | -0.4% | +3.5% | +3.6% |
| 30D | +8.1% | -1.4% | +9.5% | +10.4% |
| 3M | +18.9% | +3.7% | +15.2% | +12.7% |
| 6M | +26.6% | +13.0% | +13.6% | +6.1% |
| YTD | +51.2% | +12.4% | +38.8% | +28.0% |
| 1Y | +75.6% | +18.5% | +57.0% | +37.7% |
| 3Y | +101.7% | +77.6% | +24.1% | -15.0% |
| 5Y | +134.6% | +81.7% | +53.0% | -3.3% |
| 10Y | +724.2% | +319.7% | +404.5% | -27.5% |
| All | +724.2% | +312.5% | +411.6% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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