+810.5%
FCX vs SYY
+2,131.5%
-1,321.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.5% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -14.7% | -4.8% | -9.9% | -13.0% |
| 3M | -11.2% | -7.1% | -4.1% | -8.6% |
| 6M | -11.4% | +6.8% | -18.2% | -15.3% |
| YTD | +17.7% | +7.7% | +10.1% | +10.9% |
| 1Y | +47.5% | +5.7% | +41.8% | +40.1% |
| 3Y | +83.9% | +24.6% | +59.3% | +57.8% |
| 5Y | +54.0% | +15.6% | +38.3% | +37.0% |
| 10Y | +372.9% | +87.9% | +284.9% | +216.6% |
| All | +810.5% | +2,131.5% | -1,321.0% | +240.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling