+858.0%
FCX vs SPY
+2,214.4%
-1,356.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +1.8% |
| 7D | -1.0% | +0.1% | -1.1% | -0.9% |
| 30D | -15.2% | -3.3% | -11.9% | -11.1% |
| 3M | -10.3% | -2.4% | -7.9% | -7.0% |
| 6M | +1.6% | +2.6% | -1.0% | -0.4% |
| YTD | +23.9% | +11.2% | +12.6% | +10.4% |
| 1Y | +58.0% | +13.4% | +44.6% | +37.7% |
| 3Y | +94.6% | +79.9% | +14.7% | -3.7% |
| 5Y | +70.4% | +72.2% | -1.8% | -9.0% |
| 10Y | +430.7% | +307.3% | +123.3% | +10.0% |
| All | +858.0% | +2,214.4% | -1,356.4% | -41.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling