+138.9%
FCX vs STLA
-62.5%
+201.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +6.7% |
| 7D | +5.7% | +0.7% | +5.0% | +5.2% |
| 30D | +10.1% | -2.4% | +12.4% | +10.7% |
| 3M | +20.2% | -23.9% | +44.0% | +34.4% |
| 6M | +29.7% | -24.6% | +54.3% | +45.6% |
| YTD | +51.9% | -50.5% | +102.4% | +99.3% |
| 1Y | +66.0% | -39.8% | +105.8% | +94.8% |
| 3Y | +102.7% | -65.6% | +168.4% | +195.8% |
| 5Y | +138.9% | -62.1% | +200.9% | +210.5% |
| All | +138.9% | -62.5% | +201.4% | +210.5% |
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