+396.8%
FCX vs SNAP
-79.3%
+476.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.6% | +5.2% | +3.0% |
| 7D | -4.9% | -7.1% | +2.2% | -3.8% |
| 30D | -17.1% | -14.6% | -2.5% | -15.1% |
| 3M | -12.7% | -5.0% | -7.7% | -12.4% |
| 6M | -2.0% | -18.8% | +16.9% | +0.1% |
| YTD | +18.1% | -38.5% | +56.6% | +25.0% |
| 1Y | +55.2% | -38.1% | +93.2% | +64.0% |
| 3Y | +74.3% | -53.8% | +128.1% | +83.3% |
| 5Y | +71.9% | -90.7% | +162.6% | +107.1% |
| All | +396.8% | -79.3% | +476.1% | +344.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling