+1,269.2%
SMH vs FCX
+2,755.3%
-1,486.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.3% | -4.2% | -0.3% |
| 7D | +5.2% | +5.7% | -0.5% | +3.6% |
| 30D | -1.5% | +10.1% | -11.6% | -4.4% |
| 3M | -4.1% | +20.2% | -24.3% | -8.9% |
| 6M | +50.8% | +29.7% | +21.1% | +39.8% |
| YTD | +59.3% | +51.9% | +7.4% | +41.0% |
| 1Y | +94.1% | +66.0% | +28.1% | +66.5% |
| 3Y | +286.7% | +102.7% | +184.0% | +209.4% |
| 5Y | +339.4% | +138.9% | +200.6% | +228.7% |
| 10Y | +1,803.3% | +701.1% | +1,102.2% | +849.1% |
| All | +1,269.2% | +2,755.3% | -1,486.1% | +291.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling