+92.8%
FCX vs SMR
+152.7%
-59.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -15.1% | -21.9% | +6.9% | -12.6% |
| 3M | -9.6% | -47.1% | +37.5% | -2.8% |
| 6M | -3.1% | -60.6% | +57.6% | +7.2% |
| YTD | +23.4% | -63.1% | +86.5% | +35.8% |
| 1Y | +52.7% | -80.4% | +133.1% | +77.7% |
| All | +92.8% | +152.7% | -59.8% | +53.5% |
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