+55.2%
FCX vs STLD
+45.5%
+9.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.2% | +2.4% |
| 7D | -4.9% | -11.1% | +6.2% | +1.3% |
| 30D | -17.1% | -4.8% | -12.4% | -14.8% |
| 3M | -12.7% | -14.6% | +1.9% | -5.3% |
| 6M | -2.0% | -7.4% | +5.4% | +1.0% |
| YTD | +18.1% | +32.6% | -14.5% | -0.8% |
| 1Y | +55.2% | +47.3% | +7.8% | +22.2% |
| All | +55.2% | +45.5% | +9.7% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling