+4,601.6%
SNDK vs FCX
+87.5%
+4,514.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.6% | +2.5% | +1.8% |
| 7D | +8.8% | -1.9% | +10.7% | +10.3% |
| 30D | +33.2% | +3.4% | +29.8% | +26.7% |
| 3M | +3.0% | +15.0% | -12.0% | -7.7% |
| 6M | +173.5% | +14.6% | +158.8% | +140.8% |
| YTD | +613.0% | +41.2% | +571.8% | +426.4% |
| 1Y | +2,189.8% | +60.4% | +2,129.4% | +1,421.6% |
| All | +4,601.6% | +87.5% | +4,514.2% | +2,526.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling