+854.8%
FCX vs SMTC
+5,172.4%
-4,317.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.3% | -7.3% | +0.6% |
| 7D | -0.8% | +12.9% | -13.6% | -3.9% |
| 30D | -15.1% | -25.6% | +10.5% | -10.3% |
| 3M | -9.6% | -4.5% | -5.1% | -11.1% |
| 6M | -3.1% | -8.3% | +5.2% | -5.1% |
| YTD | +23.4% | +69.9% | -46.5% | +4.1% |
| 1Y | +52.7% | +73.9% | -21.3% | +27.6% |
| 3Y | +91.4% | +757.7% | -666.3% | +0.8% |
| 5Y | +62.7% | +38.7% | +24.0% | +23.9% |
| 10Y | +395.9% | +376.1% | +19.7% | +195.0% |
| All | +854.8% | +5,172.4% | -4,317.6% | +357.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling