+138.9%
FCX vs SM
+111.2%
+27.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.6% | +1.7% | +4.3% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | +10.1% | +31.5% | -21.5% | +1.0% |
| 3M | +20.2% | +17.3% | +2.8% | +12.5% |
| 6M | +29.7% | +48.5% | -18.8% | +8.7% |
| YTD | +51.9% | +106.3% | -54.3% | +11.3% |
| 1Y | +66.0% | +47.3% | +18.7% | +36.4% |
| 3Y | +102.7% | -1.4% | +104.2% | +84.1% |
| 5Y | +138.9% | +114.0% | +24.8% | +39.5% |
| All | +138.9% | +111.2% | +27.6% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling