+56.4%
FCX vs SNY
-4.5%
+60.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.3% | -3.3% | +1.0% | -1.6% |
| 30D | +2.7% | -2.2% | +4.8% | +3.2% |
| 3M | +7.4% | -3.0% | +10.4% | +7.8% |
| 6M | +16.0% | +2.7% | +13.3% | +14.0% |
| YTD | +40.9% | -6.8% | +47.8% | +44.4% |
| 1Y | +56.4% | -5.3% | +61.7% | +54.9% |
| All | +56.4% | -4.5% | +60.9% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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