+1,837.5%
SNDK vs FCX
+60.1%
+1,777.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -6.1% | -2.3% | -3.8% | -4.4% |
| 30D | +21.5% | +2.7% | +18.8% | +15.4% |
| 3M | -13.2% | +7.4% | -20.6% | -19.4% |
| 6M | +149.2% | +16.0% | +133.2% | +110.8% |
| YTD | +588.1% | +40.9% | +547.1% | +360.5% |
| 1Y | +1,837.5% | +56.4% | +1,781.1% | +1,017.5% |
| All | +1,837.5% | +60.1% | +1,777.5% | +1,017.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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