+1,015.5%
FCX vs SMTC
+6,126.9%
-5,111.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.2% | -9.0% | -1.9% |
| 7D | -4.9% | +12.7% | -17.6% | -7.5% |
| 30D | +4.8% | +22.0% | -17.2% | -0.9% |
| 3M | +4.6% | -12.7% | +17.3% | +5.8% |
| 6M | +10.8% | +64.8% | -54.0% | -3.9% |
| YTD | +44.2% | +100.7% | -56.5% | +19.3% |
| 1Y | +59.6% | +146.9% | -87.3% | +25.2% |
| 3Y | +82.2% | +456.8% | -374.6% | +6.5% |
| 5Y | +115.6% | +89.2% | +26.4% | +56.1% |
| 10Y | +670.6% | +426.9% | +243.7% | +355.3% |
| All | +1,015.5% | +6,126.9% | -5,111.5% | +424.6% |
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