+97.6%
FCX vs SPYM
+77.0%
+20.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | +0.3% |
| 7D | +3.1% | -0.4% | +3.5% | +3.6% |
| 30D | +8.1% | -1.4% | +9.5% | +10.5% |
| 3M | +18.9% | +3.7% | +15.2% | +12.3% |
| 6M | +26.6% | +13.0% | +13.6% | +5.5% |
| YTD | +51.2% | +12.5% | +38.7% | +27.2% |
| 1Y | +75.6% | +18.6% | +56.9% | +37.1% |
| All | +97.6% | +77.0% | +20.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling