+102.7%
FCX vs SMTC
+556.3%
-453.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.0% | -4.6% | +3.1% |
| 7D | +5.7% | +22.9% | -17.2% | +0.7% |
| 30D | +10.1% | +16.6% | -6.6% | +5.3% |
| 3M | +20.2% | +2.4% | +17.8% | +17.1% |
| 6M | +29.7% | +98.3% | -68.6% | +8.4% |
| YTD | +51.9% | +120.7% | -68.7% | +24.2% |
| 1Y | +66.0% | +168.3% | -102.3% | +29.8% |
| 3Y | +102.7% | +571.7% | -469.0% | +20.9% |
| All | +102.7% | +556.3% | -453.5% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling