+373.5%
FCX vs SPYM
+309.8%
+63.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -4.1% |
| 30D | -14.7% | -2.0% | -12.7% | -11.6% |
| 3M | -11.2% | -2.8% | -8.4% | -6.7% |
| 6M | -11.4% | +2.2% | -13.5% | -13.1% |
| YTD | +17.7% | +11.5% | +6.2% | +1.7% |
| 1Y | +47.5% | +13.5% | +34.0% | +24.2% |
| 3Y | +83.9% | +78.0% | +5.9% | -21.1% |
| 5Y | +54.0% | +73.1% | -19.2% | -29.9% |
| All | +373.5% | +309.8% | +63.7% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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