+2,875.1%
FCX vs SPYG
+561.6%
+2,313.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.9% |
| 7D | +5.7% | +1.2% | +4.5% | +4.2% |
| 30D | +10.1% | -1.6% | +11.6% | +12.0% |
| 3M | +20.2% | +3.4% | +16.8% | +16.0% |
| 6M | +29.7% | +18.9% | +10.8% | +7.8% |
| YTD | +51.9% | +13.8% | +38.1% | +32.9% |
| 1Y | +66.0% | +20.6% | +45.4% | +36.3% |
| 3Y | +102.7% | +100.5% | +2.2% | -7.1% |
| 5Y | +138.9% | +84.6% | +54.2% | +19.5% |
| 10Y | +701.1% | +410.8% | +290.3% | +34.5% |
| All | +2,875.1% | +561.6% | +2,313.5% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling