+47.5%
FCX vs SPYG
+8.5%
+39.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -0.6% |
| 7D | -0.3% | +2.3% | -2.6% | -3.5% |
| 30D | -14.7% | -6.5% | -8.3% | -5.5% |
| 3M | -11.2% | -6.8% | -4.3% | -0.9% |
| 6M | -11.4% | -3.1% | -8.2% | -6.1% |
| YTD | +17.7% | +8.0% | +9.7% | +5.6% |
| 1Y | +47.5% | +10.2% | +37.3% | +29.9% |
| All | +47.5% | +8.5% | +39.0% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling