+395.9%
FCX vs STM
+468.1%
-72.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.5% | -0.5% | +1.3% |
| 7D | -0.8% | +1.4% | -2.2% | -1.6% |
| 30D | -15.1% | -8.4% | -6.7% | -11.9% |
| 3M | -9.6% | -15.8% | +6.2% | -2.9% |
| 6M | -3.1% | -22.8% | +19.8% | +5.4% |
| YTD | +23.4% | +79.4% | -55.9% | -15.2% |
| 1Y | +52.7% | +97.0% | -44.3% | -0.3% |
| 3Y | +91.4% | +14.2% | +77.2% | +52.5% |
| 5Y | +62.7% | -4.5% | +67.2% | +35.8% |
| 10Y | +395.9% | +463.1% | -67.2% | +88.4% |
| All | +395.9% | +468.1% | -72.2% | +88.4% |
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