+663.9%
FCX vs SMTC
+535.4%
+128.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.8% |
| 7D | +3.1% | +22.5% | -19.4% | -4.3% |
| 30D | +8.1% | +24.9% | -16.8% | -1.6% |
| 3M | +18.9% | +4.1% | +14.9% | +13.1% |
| 6M | +26.6% | +92.6% | -65.9% | -5.8% |
| YTD | +51.2% | +122.5% | -71.3% | +6.2% |
| 1Y | +75.6% | +166.2% | -90.7% | +14.0% |
| 3Y | +101.7% | +577.2% | -475.4% | -31.5% |
| 5Y | +134.6% | +119.0% | +15.7% | +32.3% |
| All | +663.9% | +535.4% | +128.5% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling