+87.6%
SMH vs FCX
+60.1%
+27.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -2.3% | +2.6% | +1.1% |
| 30D | -2.8% | +2.7% | -5.5% | -4.4% |
| 3M | -6.7% | +7.4% | -14.1% | -10.4% |
| 6M | +41.8% | +16.0% | +25.7% | +30.8% |
| YTD | +57.9% | +40.9% | +16.9% | +37.5% |
| 1Y | +87.6% | +56.4% | +31.2% | +55.4% |
| All | +87.6% | +60.1% | +27.5% | +55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling