+115.0%
FCX vs SPYG
+82.6%
+32.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.7% | -5.6% |
| 7D | -1.9% | -1.8% | 0.0% | +0.2% |
| 30D | +3.4% | -1.9% | +5.3% | +5.6% |
| 3M | +15.0% | +5.2% | +9.8% | +9.1% |
| 6M | +14.6% | +15.6% | -0.9% | -0.6% |
| YTD | +41.2% | +12.4% | +28.8% | +26.1% |
| 1Y | +60.4% | +17.5% | +42.9% | +37.4% |
| 3Y | +88.4% | +98.1% | -9.6% | -5.9% |
| 5Y | +115.0% | +84.9% | +30.1% | +9.3% |
| All | +115.0% | +82.6% | +32.5% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling