-11.0%
FCX vs SSPC
-34.4%
+23.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.5% | -1.5% | +3.4% |
| 7D | -0.8% | -11.1% | +10.3% | -1.4% |
| 30D | -15.1% | +19.1% | -34.1% | -13.3% |
| 3M | -9.6% | -31.7% | +22.1% | -9.8% |
| All | -11.0% | -34.4% | +23.4% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 1y: compounded portfolio wealth divided by compounded SSPC 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…
1y analysis · Full analysis span regression · Available span rolling