+56.4%
FCX vs SMR
-75.4%
+131.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -15.7% | +15.5% | +3.2% |
| 7D | -2.3% | -11.2% | +9.0% | -0.1% |
| 30D | +2.7% | -10.2% | +12.9% | +4.4% |
| 3M | +7.4% | -10.0% | +17.4% | +7.9% |
| 6M | +16.0% | -30.5% | +46.5% | +21.3% |
| YTD | +40.9% | -39.2% | +80.2% | +48.9% |
| 1Y | +56.4% | -75.5% | +132.0% | +81.0% |
| All | +56.4% | -75.4% | +131.9% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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