+38.2%
FCX vs SN
+671.3%
-633.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.8% | -4.8% | -2.9% |
| 7D | -0.3% | +1.5% | -1.8% | -0.8% |
| 30D | -14.7% | +21.5% | -36.2% | -19.8% |
| 3M | -11.2% | +20.0% | -31.2% | -16.4% |
| 6M | -11.4% | +119.9% | -131.3% | -31.2% |
| YTD | +17.7% | +102.3% | -84.6% | -6.8% |
| 1Y | +47.5% | +148.0% | -100.5% | +10.2% |
| 3Y | +83.9% | +450.0% | -366.1% | +20.0% |
| All | +38.2% | +671.3% | -633.0% | -10.6% |
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