+69.3%
FCX vs SN
+490.7%
-421.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.6% |
| 7D | -4.9% | -9.3% | +4.5% | -2.0% |
| 30D | +4.8% | -4.8% | +9.6% | +6.3% |
| 3M | +4.6% | +40.4% | -35.8% | -6.4% |
| 6M | +10.8% | +50.9% | -40.1% | -3.3% |
| YTD | +44.2% | +54.9% | -10.7% | +24.4% |
| 1Y | +59.6% | +43.0% | +16.5% | +40.2% |
| 3Y | +82.2% | +391.8% | -309.6% | +28.9% |
| All | +69.3% | +490.7% | -421.3% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling