+97.6%
FCX vs SYY
+26.6%
+71.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.0% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +8.1% | -2.7% | +10.9% | +8.9% |
| 3M | +18.9% | +5.9% | +13.1% | +16.9% |
| 6M | +26.6% | -2.3% | +28.9% | +26.4% |
| YTD | +51.2% | +13.1% | +38.1% | +45.3% |
| 1Y | +75.6% | +3.8% | +71.8% | +72.5% |
| All | +97.6% | +26.6% | +71.0% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling