+78.4%
FCX vs SN
+496.6%
-418.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.3% | +5.0% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | +10.1% | -5.6% | +15.7% | +11.9% |
| 3M | +20.2% | +48.1% | -27.9% | +5.7% |
| 6M | +29.7% | +57.6% | -28.0% | +11.7% |
| YTD | +51.9% | +56.5% | -4.6% | +30.7% |
| 1Y | +66.0% | +52.6% | +13.4% | +43.2% |
| 3Y | +102.7% | +412.0% | -309.2% | +43.0% |
| All | +78.4% | +496.6% | -418.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling