+506.7%
FCX vs SNAP
-77.2%
+583.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.9% |
| 7D | -4.9% | +0.7% | -5.6% | -5.0% |
| 30D | +4.8% | +2.6% | +2.2% | +4.2% |
| 3M | +4.6% | -9.9% | +14.5% | +5.6% |
| 6M | +10.8% | +1.9% | +9.0% | +9.1% |
| YTD | +44.2% | -32.2% | +76.4% | +50.8% |
| 1Y | +59.6% | -22.8% | +82.4% | +62.8% |
| 3Y | +82.2% | -47.6% | +129.9% | +88.2% |
| 5Y | +115.6% | -92.7% | +208.3% | +168.9% |
| All | +506.7% | -77.2% | +583.9% | +436.9% |
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