+4,437.1%
SNDK vs FCX
+87.1%
+4,350.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -6.1% | -2.3% | -3.8% | -4.6% |
| 30D | +21.5% | +2.7% | +18.8% | +16.4% |
| 3M | -13.2% | +7.4% | -20.6% | -18.1% |
| 6M | +149.2% | +16.0% | +133.2% | +117.4% |
| YTD | +588.1% | +40.9% | +547.1% | +408.9% |
| 1Y | +1,837.5% | +56.4% | +1,781.1% | +1,208.2% |
| All | +4,437.1% | +87.1% | +4,350.0% | +2,439.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling