+143.5%
FCX vs SSNC
+1,082.2%
-938.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.9% |
| 7D | -4.9% | +0.6% | -5.5% | -5.3% |
| 30D | +4.8% | +6.0% | -1.2% | +1.0% |
| 3M | +4.6% | +21.0% | -16.4% | -8.6% |
| 6M | +10.8% | +12.1% | -1.3% | +0.6% |
| YTD | +44.2% | -3.2% | +47.5% | +41.7% |
| 1Y | +59.6% | -4.4% | +63.9% | +57.8% |
| 3Y | +82.2% | +51.6% | +30.6% | +33.6% |
| 5Y | +115.6% | +21.1% | +94.5% | +81.0% |
| 10Y | +670.6% | +177.7% | +492.9% | +303.0% |
| All | +143.5% | +1,082.2% | -938.7% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling