+4.1%
SNOW vs FCX
+131.6%
-127.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.0% |
| 7D | +8.4% | +3.1% | +5.3% | +7.2% |
| 30D | -1.0% | +8.1% | -9.1% | -3.9% |
| 3M | +38.3% | +18.9% | +19.4% | +29.1% |
| 6M | +81.3% | +26.6% | +54.7% | +62.9% |
| YTD | +51.1% | +51.2% | 0.0% | +25.7% |
| 1Y | +47.0% | +75.6% | -28.6% | +14.0% |
| 3Y | +99.7% | +101.7% | -2.0% | +38.2% |
| All | +4.1% | +131.6% | -127.5% | -32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling