+75.6%
FCX vs SM
+46.0%
+29.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.4% |
| 7D | +3.1% | -0.2% | +3.3% | +3.0% |
| 30D | +8.1% | +20.3% | -12.2% | +11.0% |
| 3M | +18.9% | +22.9% | -4.0% | +23.1% |
| 6M | +26.6% | +47.8% | -21.2% | +33.0% |
| YTD | +51.2% | +107.5% | -56.3% | +56.9% |
| 1Y | +75.6% | +51.7% | +23.8% | +73.4% |
| All | +75.6% | +46.0% | +29.5% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling