+75.6%
FCX vs SNPS
-35.6%
+111.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +3.1% | -5.5% | +8.6% | +4.1% |
| 30D | +8.1% | -4.5% | +12.6% | +8.8% |
| 3M | +18.9% | -15.5% | +34.4% | +22.0% |
| 6M | +26.6% | -10.1% | +36.7% | +28.7% |
| YTD | +51.2% | -16.3% | +67.4% | +54.4% |
| 1Y | +75.6% | -34.9% | +110.5% | +78.8% |
| All | +75.6% | -35.6% | +111.2% | +78.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling