+102.7%
FCX vs SPY
+78.7%
+24.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +6.2% |
| 7D | +5.7% | +0.5% | +5.2% | +4.7% |
| 30D | +10.1% | -0.9% | +11.0% | +11.6% |
| 3M | +20.2% | +3.9% | +16.3% | +13.4% |
| 6M | +29.7% | +14.5% | +15.2% | +6.4% |
| YTD | +51.9% | +12.9% | +39.0% | +27.6% |
| 1Y | +66.0% | +19.4% | +46.6% | +29.2% |
| 3Y | +102.7% | +78.5% | +24.3% | -11.7% |
| All | +102.7% | +78.7% | +24.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling