+405.4%
FCX vs SNAP
-78.3%
+483.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -2.3% |
| 7D | +4.4% | +2.6% | +1.9% | +4.0% |
| 30D | -16.3% | -19.6% | +3.2% | -13.5% |
| 3M | -12.5% | +0.4% | -12.9% | -13.0% |
| 6M | -8.0% | -5.9% | -2.1% | -8.2% |
| YTD | +20.1% | -35.3% | +55.4% | +26.1% |
| 1Y | +45.9% | -42.6% | +88.5% | +56.0% |
| 3Y | +86.2% | -53.9% | +140.1% | +95.8% |
| 5Y | +57.1% | -90.3% | +147.4% | +88.0% |
| All | +405.4% | -78.3% | +483.6% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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