+373.5%
FCX vs SPYG
+393.2%
-19.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.9% |
| 7D | -0.3% | +2.3% | -2.6% | -3.0% |
| 30D | -14.7% | -6.5% | -8.3% | -7.1% |
| 3M | -11.2% | -6.8% | -4.3% | -2.7% |
| 6M | -11.4% | -3.1% | -8.2% | -6.8% |
| YTD | +17.7% | +8.0% | +9.7% | +9.1% |
| 1Y | +47.5% | +10.2% | +37.3% | +33.3% |
| 3Y | +83.9% | +91.0% | -7.1% | -15.9% |
| 5Y | +54.0% | +67.7% | -13.8% | -17.2% |
| All | +373.5% | +393.2% | -19.6% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling