+47.5%
FCX vs SMR
-81.8%
+129.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.2% |
| 7D | -0.3% | -8.3% | +8.0% | +1.9% |
| 30D | -14.7% | -20.1% | +5.3% | -10.3% |
| 3M | -11.2% | -52.7% | +41.5% | +5.0% |
| 6M | -11.4% | -61.0% | +49.6% | +7.9% |
| YTD | +17.7% | -67.1% | +84.8% | +44.7% |
| 1Y | +47.5% | -79.9% | +127.4% | +93.8% |
| All | +47.5% | -81.8% | +129.3% | +93.8% |
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