-2.7%
FCX vs SNPS
-9.1%
+6.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +3.9% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -15.2% | -8.4% | -6.8% | -14.0% |
| 3M | -10.3% | +12.3% | -22.5% | -11.9% |
| All | -2.7% | -9.1% | +6.4% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling