+20.8%
FCX vs SNDU
+218.8%
-198.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.6% | +1.0% | -5.8% |
| 7D | -1.9% | +16.8% | -18.6% | -3.6% |
| 30D | +3.4% | +64.3% | -60.9% | -3.1% |
| 3M | +15.0% | -36.7% | +51.7% | +9.9% |
| All | +20.8% | +218.8% | -198.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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