+613.6%
FCX vs SYY
+114.2%
+499.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.9% | -7.5% | -7.1% |
| 7D | -1.9% | +1.5% | -3.4% | -2.7% |
| 30D | +3.4% | -2.3% | +5.7% | +4.6% |
| 3M | +15.0% | +5.5% | +9.5% | +11.2% |
| 6M | +14.6% | -1.0% | +15.6% | +13.6% |
| YTD | +41.2% | +14.1% | +27.1% | +28.8% |
| 1Y | +60.4% | +5.6% | +54.8% | +52.1% |
| 3Y | +88.4% | +27.9% | +60.5% | +56.4% |
| 5Y | +115.0% | +22.7% | +92.3% | +82.2% |
| All | +613.6% | +114.2% | +499.4% | +367.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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