+282.9%
SMH vs FCX
+82.9%
+200.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -2.3% | +2.6% | +1.2% |
| 30D | -2.8% | +2.7% | -5.5% | -4.5% |
| 3M | -6.7% | +7.4% | -14.1% | -10.2% |
| 6M | +41.8% | +16.0% | +25.7% | +30.8% |
| YTD | +57.9% | +40.9% | +16.9% | +33.2% |
| 1Y | +87.6% | +56.4% | +31.2% | +49.6% |
| 3Y | +282.9% | +84.2% | +198.7% | +171.5% |
| All | +282.9% | +82.9% | +200.0% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling