+829.1%
FCX vs SNPS
+2,861.2%
-2,032.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +4.4% | +5.1% | -0.7% | +3.0% |
| 30D | -16.3% | -6.4% | -9.9% | -14.7% |
| 3M | -12.5% | +12.2% | -24.7% | -16.0% |
| 6M | -8.0% | -9.8% | +1.8% | -6.4% |
| YTD | +20.1% | -1.5% | +21.6% | +18.5% |
| 1Y | +45.9% | +16.0% | +29.9% | +37.3% |
| 3Y | +86.2% | -10.8% | +97.1% | +78.3% |
| 5Y | +57.1% | +33.3% | +23.8% | +32.6% |
| 10Y | +382.5% | +675.9% | -293.4% | +160.9% |
| All | +829.1% | +2,861.2% | -2,032.1% | +282.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling