+561.1%
FCX vs STLD
+7,971.8%
-7,410.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -7.6% | +0.1% | -3.4% |
| 7D | -12.5% | -12.5% | 0.0% | -5.8% |
| 30D | -20.0% | -6.8% | -13.2% | -16.9% |
| 3M | -16.4% | -16.4% | 0.0% | -8.5% |
| 6M | +0.8% | -6.1% | +7.0% | +3.2% |
| YTD | +15.1% | +32.0% | -16.9% | -2.7% |
| 1Y | +45.3% | +45.5% | -0.2% | +16.5% |
| 3Y | +70.9% | +106.5% | -35.6% | +10.5% |
| 5Y | +67.5% | +267.2% | -199.7% | -22.5% |
| 10Y | +483.0% | +878.9% | -395.8% | +60.5% |
| All | +561.1% | +7,971.8% | -7,410.7% | -7.8% |
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