+74.3%
FCX vs SNAP
-53.8%
+128.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.2% |
| 7D | -4.9% | -7.1% | +2.2% | -3.4% |
| 30D | -17.1% | -14.6% | -2.5% | -14.5% |
| 3M | -12.7% | -5.0% | -7.7% | -12.4% |
| 6M | -2.0% | -18.8% | +16.9% | +0.9% |
| YTD | +18.1% | -38.5% | +56.6% | +27.3% |
| 1Y | +55.2% | -38.1% | +93.2% | +66.9% |
| 3Y | +74.3% | -53.8% | +128.1% | +68.1% |
| All | +74.3% | -53.8% | +128.1% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling