+61.5%
FCX vs STLA
-70.1%
+131.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.9% | +2.7% |
| 7D | -4.9% | -4.5% | -0.4% | -3.0% |
| 30D | -17.1% | -3.9% | -13.2% | -16.2% |
| 3M | -12.7% | -20.2% | +7.5% | -5.4% |
| 6M | -2.0% | -42.2% | +40.2% | +21.3% |
| YTD | +18.1% | -59.3% | +77.4% | +65.5% |
| 1Y | +55.2% | -56.1% | +111.2% | +108.3% |
| 3Y | +74.3% | -73.7% | +148.0% | +182.5% |
| All | +61.5% | -70.1% | +131.5% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling