+47.5%
FCX vs SYY
+5.3%
+42.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | -4.8% | -9.9% | -14.2% |
| 3M | -11.2% | -7.1% | -4.1% | -10.3% |
| 6M | -11.4% | +6.8% | -18.2% | -14.0% |
| YTD | +17.7% | +7.7% | +10.1% | +18.1% |
| 1Y | +47.5% | +5.7% | +41.8% | +48.1% |
| All | +47.5% | +5.3% | +42.2% | +48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling