+66.0%
FCX vs STM
+95.2%
-29.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.5% |
| 7D | +5.7% | +5.2% | +0.5% | +3.8% |
| 30D | +10.1% | -7.4% | +17.4% | +12.9% |
| 3M | +20.2% | -30.6% | +50.8% | +34.9% |
| 6M | +29.7% | +66.4% | -36.7% | +5.7% |
| YTD | +51.9% | +101.1% | -49.2% | +16.7% |
| 1Y | +66.0% | +97.4% | -31.4% | +22.5% |
| All | +66.0% | +95.2% | -29.3% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling