+138.9%
FCX vs SMTC
+110.0%
+28.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +10.0% | -4.6% | +2.7% |
| 7D | +5.7% | +22.9% | -17.2% | -0.1% |
| 30D | +10.1% | +16.6% | -6.6% | +4.5% |
| 3M | +20.2% | +2.4% | +17.8% | +16.5% |
| 6M | +29.7% | +98.3% | -68.6% | +4.1% |
| YTD | +51.9% | +120.7% | -68.7% | +18.4% |
| 1Y | +66.0% | +168.3% | -102.3% | +22.0% |
| 3Y | +102.7% | +571.7% | -469.0% | -2.7% |
| 5Y | +138.9% | +114.0% | +24.9% | +73.0% |
| All | +138.9% | +110.0% | +28.8% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling