+62.7%
FCX vs STLD
+291.0%
-228.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.3% |
| 7D | -0.8% | -0.5% | -0.3% | -0.5% |
| 30D | -15.1% | -0.1% | -15.0% | -15.1% |
| 3M | -9.6% | -9.2% | -0.5% | -5.1% |
| 6M | -3.1% | +1.8% | -4.8% | -5.6% |
| YTD | +23.4% | +42.1% | -18.7% | -3.0% |
| 1Y | +52.7% | +58.5% | -5.9% | +12.1% |
| 3Y | +91.4% | +128.2% | -36.8% | +7.3% |
| 5Y | +62.7% | +288.2% | -225.5% | -40.3% |
| All | +62.7% | +291.0% | -228.3% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling