+613.6%
FCX vs SNPS
+585.0%
+28.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.0% | -7.6% | -7.0% |
| 7D | -1.9% | -4.6% | +2.7% | +0.1% |
| 30D | +3.4% | -3.3% | +6.7% | +4.1% |
| 3M | +15.0% | -13.8% | +28.7% | +21.3% |
| 6M | +14.6% | -8.2% | +22.8% | +16.9% |
| YTD | +41.2% | -15.4% | +56.7% | +48.1% |
| 1Y | +60.4% | +2.4% | +58.0% | +51.8% |
| 3Y | +88.4% | -13.5% | +101.9% | +65.6% |
| 5Y | +115.0% | +19.5% | +95.6% | +47.2% |
| All | +613.6% | +585.0% | +28.6% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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