+29.6%
SNOW vs FCX
+362.1%
-332.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.4% | -2.3% | -0.1% | -1.9% |
| 30D | -1.0% | +2.7% | -3.7% | -2.3% |
| 3M | +36.9% | +7.4% | +29.5% | +32.4% |
| 6M | +83.4% | +16.0% | +67.3% | +70.4% |
| YTD | +50.0% | +40.9% | +9.0% | +29.0% |
| 1Y | +46.5% | +56.4% | -9.9% | +20.2% |
| 3Y | +93.3% | +84.2% | +9.1% | +42.7% |
| 5Y | +3.3% | +114.6% | -111.3% | -29.1% |
| All | +29.6% | +362.1% | -332.5% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling