+92.8%
FCX vs SMTC
+772.6%
-679.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +0.6% |
| 7D | -0.8% | +12.9% | -13.6% | -4.0% |
| 30D | -15.1% | -25.6% | +10.5% | -10.2% |
| 3M | -9.6% | -4.5% | -5.1% | -11.3% |
| 6M | -3.1% | -8.3% | +5.2% | -5.2% |
| YTD | +23.4% | +69.9% | -46.5% | +4.3% |
| 1Y | +52.7% | +73.9% | -21.3% | +28.0% |
| All | +92.8% | +772.6% | -679.8% | +9.5% |
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