+135.8%
FCX vs SSNC
+17.5%
+118.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.8% | +9.2% | +7.4% |
| 7D | +5.7% | -1.8% | +7.5% | +6.5% |
| 30D | +10.1% | +1.9% | +8.1% | +8.6% |
| 3M | +20.2% | +18.4% | +1.8% | +7.5% |
| 6M | +29.7% | +7.0% | +22.7% | +22.8% |
| YTD | +51.9% | -6.9% | +58.9% | +56.3% |
| 1Y | +66.0% | -8.2% | +74.1% | +72.4% |
| 3Y | +102.7% | +50.5% | +52.2% | +43.6% |
| All | +135.8% | +17.5% | +118.3% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling