+69.6%
FCX vs SMR
+7.6%
+62.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +3.1% | +13.1% | -10.0% | +1.3% |
| 30D | +8.1% | +17.8% | -9.6% | +5.4% |
| 3M | +18.9% | +8.1% | +10.8% | +16.8% |
| 6M | +26.6% | -11.1% | +37.7% | +26.6% |
| YTD | +51.2% | -23.7% | +74.9% | +52.7% |
| 1Y | +75.6% | -69.4% | +145.0% | +93.1% |
| 3Y | +101.7% | +82.6% | +19.1% | +52.1% |
| All | +69.6% | +7.6% | +62.0% | +38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling