+114.3%
FCX vs STLD
+292.4%
-178.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.2% |
| 7D | -4.9% | +3.1% | -8.0% | -6.8% |
| 30D | +4.8% | -9.0% | +13.8% | +10.4% |
| 3M | +4.6% | -12.4% | +17.0% | +12.3% |
| 6M | +10.8% | +25.5% | -14.7% | -5.3% |
| YTD | +44.2% | +43.6% | +0.6% | +12.4% |
| 1Y | +59.6% | +87.2% | -27.6% | +4.5% |
| 3Y | +82.2% | +135.2% | -53.0% | -1.6% |
| All | +114.3% | +292.4% | -178.1% | -24.1% |
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