+134.6%
FCX vs SPY
+81.0%
+53.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.3% |
| 3M | +18.9% | +3.7% | +15.2% | +13.1% |
| 6M | +26.6% | +13.0% | +13.6% | +7.5% |
| YTD | +51.2% | +12.4% | +38.8% | +29.6% |
| 1Y | +75.6% | +18.5% | +57.0% | +40.4% |
| 3Y | +101.7% | +77.6% | +24.1% | -6.7% |
| 5Y | +134.6% | +81.7% | +53.0% | +5.3% |
| All | +134.6% | +81.0% | +53.6% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling