+1,015.5%
FCX vs SPY
+2,262.3%
-1,246.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +4.8% | +0.1% | +4.8% | +4.7% |
| 3M | +4.6% | +2.0% | +2.6% | +2.7% |
| 6M | +10.8% | +13.0% | -2.2% | -3.8% |
| YTD | +44.2% | +13.5% | +30.7% | +24.6% |
| 1Y | +59.6% | +20.0% | +39.6% | +29.2% |
| 3Y | +82.2% | +77.2% | +5.1% | -8.4% |
| 5Y | +115.6% | +81.9% | +33.7% | +7.2% |
| 10Y | +670.6% | +314.1% | +356.5% | +56.4% |
| All | +1,015.5% | +2,262.3% | -1,246.9% | -33.6% |
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