+21.7%
SMCI vs FCX
+33.7%
-12.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.8% |
| 7D | +5.2% | +3.1% | +2.1% | +1.9% |
| 30D | +23.7% | +8.1% | +15.6% | +13.1% |
| 3M | -4.2% | +18.9% | -23.1% | -19.9% |
| 6M | +21.7% | +26.6% | -4.9% | -7.5% |
| All | +21.7% | +33.7% | -12.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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