+430.7%
FCX vs STLA
+21.0%
+409.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -1.0% | -6.4% | +5.3% | +2.5% |
| 30D | -15.2% | -1.3% | -13.9% | -15.3% |
| 3M | -10.3% | -19.9% | +9.6% | -1.3% |
| 6M | +1.6% | -42.9% | +44.5% | +33.0% |
| YTD | +23.9% | -59.4% | +83.3% | +88.2% |
| 1Y | +58.0% | -56.8% | +114.9% | +129.9% |
| 3Y | +94.6% | -73.1% | +167.6% | +246.6% |
| 5Y | +70.4% | -70.1% | +140.5% | +170.2% |
| 10Y | +430.7% | +19.8% | +410.9% | +301.4% |
| All | +430.7% | +21.0% | +409.6% | +301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling