-3.1%
FCX vs SMTC
-0.6%
-2.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +0.3% |
| 7D | -0.8% | +12.9% | -13.6% | -4.4% |
| 30D | -15.1% | -25.6% | +10.5% | -9.7% |
| 3M | -9.6% | -4.5% | -5.1% | -12.3% |
| 6M | -3.1% | -8.3% | +5.2% | -8.7% |
| All | -3.1% | -0.6% | -2.5% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling