+138.9%
FCX vs SNPS
+16.7%
+122.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.8% | +5.5% |
| 7D | +5.7% | -5.5% | +11.2% | +7.7% |
| 30D | +10.1% | -5.8% | +15.8% | +11.7% |
| 3M | +20.2% | -17.2% | +37.4% | +27.3% |
| 6M | +29.7% | -10.4% | +40.0% | +33.1% |
| YTD | +51.9% | -16.5% | +68.5% | +58.9% |
| 1Y | +66.0% | -35.6% | +101.6% | +82.0% |
| 3Y | +102.7% | -14.6% | +117.4% | +81.1% |
| 5Y | +138.9% | +16.5% | +122.4% | +62.9% |
| All | +138.9% | +16.7% | +122.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling