+1,256.3%
FCX vs SNY
+241.5%
+1,014.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.3% | -6.3% | -6.4% |
| 7D | -1.9% | -3.6% | +1.8% | +0.3% |
| 30D | +3.4% | -1.9% | +5.3% | +4.6% |
| 3M | +15.0% | -2.0% | +16.9% | +15.6% |
| 6M | +14.6% | +2.5% | +12.1% | +11.5% |
| YTD | +41.2% | -7.0% | +48.2% | +45.3% |
| 1Y | +60.4% | -4.4% | +64.8% | +61.7% |
| 3Y | +88.4% | -8.4% | +96.8% | +83.5% |
| 5Y | +115.0% | +9.5% | +105.5% | +79.4% |
| 10Y | +669.9% | +64.3% | +605.6% | +375.2% |
| All | +1,256.3% | +241.5% | +1,014.8% | +413.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling