+1,015.5%
FCX vs SM
+1,277.0%
-261.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -4.9% | +0.1% | -5.0% | -5.0% |
| 30D | +4.8% | +26.3% | -21.5% | -3.0% |
| 3M | +4.6% | +8.7% | -4.1% | 0.0% |
| 6M | +10.8% | +51.7% | -40.9% | -7.4% |
| YTD | +44.2% | +99.0% | -54.8% | +9.4% |
| 1Y | +59.6% | +34.6% | +25.0% | +35.6% |
| 3Y | +82.2% | -7.8% | +90.0% | +68.7% |
| 5Y | +115.6% | +104.8% | +10.8% | +46.1% |
| 10Y | +670.6% | +7.2% | +663.3% | +234.2% |
| All | +1,015.5% | +1,277.0% | -261.5% | +184.8% |
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