+102.7%
FCX vs SMR
+88.2%
+14.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.3% | -9.9% | +3.4% |
| 7D | +5.7% | +21.4% | -15.7% | +3.1% |
| 30D | +10.1% | +13.8% | -3.8% | +8.0% |
| 3M | +20.2% | +3.9% | +16.3% | +18.6% |
| 6M | +29.7% | -4.2% | +33.9% | +28.5% |
| YTD | +51.9% | -21.1% | +73.0% | +52.7% |
| 1Y | +66.0% | -67.1% | +133.0% | +78.7% |
| 3Y | +102.7% | +88.9% | +13.9% | +63.4% |
| All | +102.7% | +88.2% | +14.5% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling