+813.3%
FCX vs SM
+1,030.6%
-217.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.3% |
| 7D | -4.9% | -25.9% | +21.0% | +3.8% |
| 30D | -17.1% | -15.1% | -2.0% | -13.6% |
| 3M | -12.7% | +4.9% | -17.5% | -15.5% |
| 6M | -2.0% | +6.1% | -8.1% | -7.4% |
| YTD | +18.1% | +63.4% | -45.4% | -6.0% |
| 1Y | +55.2% | +72.5% | -17.3% | +20.9% |
| 3Y | +74.3% | -16.9% | +91.2% | +65.1% |
| 5Y | +71.9% | -10.6% | +82.5% | +50.3% |
| 10Y | +498.4% | +11.3% | +487.1% | +149.5% |
| All | +813.3% | +1,030.6% | -217.3% | +144.7% |
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 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