+60.3%
FCX vs STLA
-53.0%
+113.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.5% |
| 7D | -6.0% | -0.6% | -5.4% | -5.9% |
| 30D | -13.6% | +3.6% | -17.2% | -14.4% |
| 3M | -6.8% | -20.6% | +13.9% | -1.7% |
| 6M | +13.2% | -34.3% | +47.5% | +25.3% |
| YTD | +24.4% | -57.3% | +81.7% | +42.1% |
| 1Y | +60.3% | -52.6% | +112.9% | +74.1% |
| All | +60.3% | -53.0% | +113.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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