+489.2%
SPCX vs FCX
+52.2%
+437.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +3.1% |
| 7D | +3.6% | -0.3% | +3.9% | +3.0% |
| 30D | -8.6% | -14.7% | +6.1% | +20.8% |
| 3M | -1.5% | -11.2% | +9.6% | +11.9% |
| 6M | +532.9% | -2.3% | +535.2% | +577.6% |
| YTD | +538.6% | +17.7% | +520.8% | +581.7% |
| 1Y | +442.9% | +47.5% | +395.4% | +477.7% |
| All | +489.2% | +52.2% | +437.0% | +509.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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