+854.8%
FCX vs SPY
+2,236.3%
-1,381.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.3% | +1.7% | +1.3% |
| 7D | -0.8% | -0.9% | +0.1% | +0.7% |
| 30D | -15.1% | -2.4% | -12.7% | -12.0% |
| 3M | -9.6% | -1.2% | -8.5% | -7.8% |
| 6M | -3.1% | +3.3% | -6.3% | -5.8% |
| YTD | +23.4% | +12.3% | +11.2% | +8.7% |
| 1Y | +52.7% | +12.4% | +40.2% | +34.4% |
| 3Y | +91.4% | +78.8% | +12.6% | -4.6% |
| 5Y | +62.7% | +75.2% | -12.4% | -15.0% |
| 10Y | +395.9% | +311.1% | +84.8% | +1.5% |
| All | +854.8% | +2,236.3% | -1,381.5% | -42.1% |
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