+539.2%
FCX vs SNAP
-77.4%
+616.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.5% |
| 7D | +5.7% | +1.5% | +4.2% | +5.4% |
| 30D | +10.1% | +1.9% | +8.2% | +9.5% |
| 3M | +20.2% | -3.9% | +24.1% | +20.0% |
| 6M | +29.7% | +5.2% | +24.4% | +27.0% |
| YTD | +51.9% | -32.7% | +84.6% | +59.1% |
| 1Y | +66.0% | -24.8% | +90.8% | +70.0% |
| 3Y | +102.7% | -42.2% | +144.9% | +106.5% |
| 5Y | +138.9% | -92.7% | +231.5% | +197.5% |
| All | +539.2% | -77.4% | +616.5% | +466.2% |
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