+60.4%
FCX vs SMTC
+153.7%
-93.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.7% |
| 7D | -1.9% | +17.5% | -19.4% | -6.7% |
| 30D | +3.4% | +21.3% | -17.9% | -3.7% |
| 3M | +15.0% | +3.1% | +11.8% | +10.9% |
| 6M | +14.6% | +81.7% | -67.0% | -10.6% |
| YTD | +41.2% | +115.9% | -74.7% | +4.1% |
| 1Y | +60.4% | +157.8% | -97.5% | +9.8% |
| All | +60.4% | +153.7% | -93.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling