+373.5%
FCX vs SM
+18.0%
+355.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -0.3% | +9.4% | -9.7% | -2.4% |
| 30D | -14.7% | -14.4% | -0.4% | -12.3% |
| 3M | -11.2% | +1.6% | -12.7% | -12.6% |
| 6M | -11.4% | +6.3% | -17.7% | -15.0% |
| YTD | +17.7% | +78.8% | -61.1% | -2.7% |
| 1Y | +47.5% | +83.1% | -35.7% | +21.0% |
| 3Y | +83.9% | -5.9% | +89.8% | +72.4% |
| 5Y | +54.0% | +4.8% | +49.1% | +36.5% |
| All | +373.5% | +18.0% | +355.5% | +173.4% |
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