+324.2%
SMH vs FCX
+116.3%
+207.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.6% | +4.1% | +0.4% |
| 7D | +1.4% | -1.9% | +3.3% | +2.1% |
| 30D | -2.2% | +3.4% | -5.6% | -4.1% |
| 3M | -1.9% | +15.0% | -16.8% | -8.0% |
| 6M | +41.0% | +14.6% | +26.4% | +31.3% |
| YTD | +55.6% | +41.2% | +14.4% | +32.2% |
| 1Y | +86.8% | +60.4% | +26.5% | +48.7% |
| 3Y | +277.7% | +88.4% | +189.2% | +168.7% |
| 5Y | +324.2% | +115.0% | +209.1% | +183.6% |
| All | +324.2% | +116.3% | +207.8% | +183.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling