+612.2%
FCX vs SPYG
+424.6%
+187.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | -2.3% | -0.9% | -1.4% | -1.2% |
| 30D | +2.7% | -1.5% | +4.2% | +4.6% |
| 3M | +7.4% | +3.7% | +3.7% | +2.8% |
| 6M | +16.0% | +16.4% | -0.4% | -2.4% |
| YTD | +40.9% | +13.3% | +27.6% | +22.5% |
| 1Y | +56.4% | +17.9% | +38.6% | +30.2% |
| 3Y | +84.2% | +98.3% | -14.1% | -20.1% |
| 5Y | +114.6% | +86.4% | +28.2% | -0.2% |
| All | +612.2% | +424.6% | +187.6% | -23.3% |
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