+1,015.5%
FCX vs SYY
+2,200.5%
-1,185.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -4.9% | -2.3% | -2.6% | -3.8% |
| 30D | +4.8% | -4.9% | +9.8% | +7.4% |
| 3M | +4.6% | +8.4% | -3.8% | +0.1% |
| 6M | +10.8% | -7.4% | +18.2% | +13.7% |
| YTD | +44.2% | +11.0% | +33.2% | +34.8% |
| 1Y | +59.6% | -0.2% | +59.8% | +56.6% |
| 3Y | +82.2% | +23.8% | +58.5% | +57.8% |
| 5Y | +115.6% | +18.1% | +97.5% | +90.9% |
| 10Y | +670.6% | +94.6% | +576.0% | +410.3% |
| All | +1,015.5% | +2,200.5% | -1,185.0% | +313.8% |
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