+728.4%
FCX vs SM
+15.3%
+713.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.5% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +10.1% | +31.5% | -21.5% | +3.0% |
| 3M | +20.2% | +17.3% | +2.8% | +14.2% |
| 6M | +29.7% | +48.5% | -18.8% | +14.4% |
| YTD | +51.9% | +106.3% | -54.3% | +22.7% |
| 1Y | +66.0% | +47.3% | +18.7% | +44.4% |
| 3Y | +102.7% | -1.4% | +104.2% | +89.6% |
| 5Y | +138.9% | +114.0% | +24.8% | +82.6% |
| All | +728.4% | +15.3% | +713.1% | +395.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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