+252.1%
FCX vs STLA
+252.7%
-0.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.1% | +8.4% | +6.5% |
| 7D | +5.7% | +0.7% | +5.0% | +5.2% |
| 30D | +10.1% | -2.4% | +12.4% | +10.6% |
| 3M | +20.2% | -23.9% | +44.0% | +32.7% |
| 6M | +29.7% | -24.6% | +54.3% | +43.8% |
| YTD | +51.9% | -50.5% | +102.4% | +93.2% |
| 1Y | +66.0% | -39.8% | +105.8% | +93.3% |
| 3Y | +102.7% | -65.6% | +168.4% | +184.4% |
| 5Y | +138.9% | -62.1% | +200.9% | +216.3% |
| 10Y | +701.1% | +47.8% | +653.3% | +616.2% |
| All | +252.1% | +252.7% | -0.6% | +230.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling