+728.7%
FCX vs STLD
+8,684.3%
-7,955.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +1.1% |
| 7D | -4.9% | +3.1% | -8.0% | -6.5% |
| 30D | +4.8% | -9.0% | +13.8% | +9.7% |
| 3M | +4.6% | -12.4% | +17.0% | +11.3% |
| 6M | +10.8% | +25.5% | -14.7% | -2.9% |
| YTD | +44.2% | +43.6% | +0.6% | +16.6% |
| 1Y | +59.6% | +87.2% | -27.6% | +11.3% |
| 3Y | +82.2% | +135.2% | -53.0% | +9.6% |
| 5Y | +115.6% | +290.9% | -175.2% | -3.4% |
| 10Y | +670.6% | +1,113.5% | -442.9% | +90.5% |
| All | +728.7% | +8,684.3% | -7,955.6% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling