+363.6%
FCX vs SPYM
+829.4%
-465.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +4.6% | +2.0% | +2.6% | +2.0% |
| 6M | +10.8% | +13.1% | -2.2% | -7.6% |
| YTD | +44.2% | +13.6% | +30.6% | +19.3% |
| 1Y | +59.6% | +20.1% | +39.5% | +21.4% |
| 3Y | +82.2% | +77.6% | +4.7% | -25.8% |
| 5Y | +115.6% | +82.5% | +33.1% | -15.3% |
| 10Y | +670.6% | +317.6% | +353.0% | -17.6% |
| All | +363.6% | +829.4% | -465.7% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling