+854.8%
FCX vs SM
+1,077.4%
-222.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.6% | -2.6% | +1.3% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -15.1% | -17.3% | +2.3% | -10.6% |
| 3M | -9.6% | -3.6% | -6.0% | -10.1% |
| 6M | -3.1% | +2.9% | -6.0% | -7.6% |
| YTD | +23.4% | +70.2% | -46.8% | -3.1% |
| 1Y | +52.7% | +66.5% | -13.8% | +20.3% |
| 3Y | +91.4% | -8.2% | +99.6% | +75.4% |
| 5Y | +62.7% | -1.5% | +64.2% | +37.8% |
| 10Y | +395.9% | +11.9% | +384.0% | +106.8% |
| All | +854.8% | +1,077.4% | -222.6% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling