+177.8%
FCX vs STLA
+178.7%
-1.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -1.8% |
| 7D | -2.4% | -4.9% | +2.5% | -0.4% |
| 30D | -18.0% | -4.9% | -13.1% | -16.8% |
| 3M | -14.3% | -23.7% | +9.4% | -6.2% |
| 6M | -1.7% | -45.0% | +43.2% | +21.6% |
| YTD | +19.8% | -60.9% | +80.7% | +65.2% |
| 1Y | +48.6% | -58.9% | +107.5% | +99.9% |
| 3Y | +85.8% | -74.4% | +160.3% | +190.0% |
| 5Y | +72.2% | -71.5% | +143.8% | +151.7% |
| 10Y | +386.3% | +5.3% | +381.0% | +382.0% |
| All | +177.8% | +178.7% | -1.0% | +182.4% |
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 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