+430.7%
FCX vs STLD
+779.4%
-348.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +3.5% |
| 7D | -1.0% | -9.7% | +8.6% | +6.2% |
| 30D | -15.2% | -4.5% | -10.7% | -12.5% |
| 3M | -10.3% | -13.1% | +2.8% | -2.2% |
| 6M | +1.6% | -2.8% | +4.3% | +1.6% |
| YTD | +23.9% | +35.3% | -11.5% | -2.6% |
| 1Y | +58.0% | +51.4% | +6.6% | +14.8% |
| 3Y | +94.6% | +117.9% | -23.4% | +3.8% |
| 5Y | +70.4% | +272.6% | -202.2% | -42.9% |
| 10Y | +430.7% | +782.2% | -351.5% | -19.6% |
| All | +430.7% | +779.4% | -348.7% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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