+373.5%
FCX vs SSNC
+184.6%
+188.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -0.3% | +2.3% | -2.6% | -1.8% |
| 30D | -14.7% | -3.1% | -11.6% | -13.5% |
| 3M | -11.2% | -2.7% | -8.4% | -10.6% |
| 6M | -11.4% | +23.7% | -35.1% | -26.2% |
| YTD | +17.7% | -8.0% | +25.8% | +18.5% |
| 1Y | +47.5% | -4.7% | +52.2% | +44.6% |
| 3Y | +83.9% | +58.0% | +25.9% | +21.9% |
| 5Y | +54.0% | +8.0% | +46.0% | +34.4% |
| All | +373.5% | +184.6% | +188.9% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 10y: compounded portfolio wealth divided by compounded SSNC 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…
10y analysis · Full analysis span regression · 6 months rolling