+1,817.6%
SMH vs FCX
+688.3%
+1,129.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.5% |
| 7D | +0.3% | -2.3% | +2.6% | +1.0% |
| 30D | -2.8% | +2.7% | -5.5% | -4.1% |
| 3M | -6.7% | +7.4% | -14.1% | -9.4% |
| 6M | +41.8% | +16.0% | +25.7% | +33.3% |
| YTD | +57.9% | +40.9% | +16.9% | +38.1% |
| 1Y | +87.6% | +56.4% | +31.2% | +56.7% |
| 3Y | +282.9% | +84.2% | +198.7% | +193.9% |
| 5Y | +330.4% | +114.6% | +215.8% | +203.7% |
| All | +1,817.6% | +688.3% | +1,129.3% | +745.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling