+134.6%
FCX vs SYY
+22.4%
+112.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.5% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +8.1% | -2.7% | +10.9% | +9.5% |
| 3M | +18.9% | +5.9% | +13.1% | +15.3% |
| 6M | +26.6% | -2.3% | +28.9% | +26.5% |
| YTD | +51.2% | +13.1% | +38.1% | +39.6% |
| 1Y | +75.6% | +3.8% | +71.8% | +69.1% |
| 3Y | +101.7% | +26.7% | +75.0% | +66.9% |
| 5Y | +134.6% | +19.4% | +115.2% | +95.2% |
| All | +134.6% | +22.4% | +112.2% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling