+368.8%
SNXX vs FCX
+16.1%
+352.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.2% | -6.9% | -6.7% |
| 7D | -12.0% | -2.3% | -9.8% | -9.2% |
| 30D | +37.9% | +2.7% | +35.3% | +23.2% |
| 3M | -52.7% | +7.4% | -60.1% | -56.0% |
| 6M | +194.8% | +16.0% | +178.8% | +150.2% |
| All | +368.8% | +16.1% | +352.7% | +330.6% |
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