+383.2%
FCX vs STM
+467.4%
-84.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +4.4% | +16.3% | -11.9% | -3.1% |
| 30D | -16.3% | -6.3% | -10.1% | -14.2% |
| 3M | -12.5% | -14.1% | +1.6% | -6.9% |
| 6M | -8.0% | -19.6% | +11.5% | -2.0% |
| YTD | +20.1% | +80.1% | -60.0% | -17.7% |
| 1Y | +45.9% | +95.4% | -49.4% | -4.3% |
| 3Y | +86.2% | +14.7% | +71.6% | +48.1% |
| 5Y | +57.1% | -5.4% | +62.5% | +31.8% |
| All | +383.2% | +467.4% | -84.2% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 10y: compounded portfolio wealth divided by compounded STM 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…
10y analysis · Full analysis span regression · 6 months rolling