+45.9%
FCX vs STM
+95.5%
-49.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +4.4% | +16.3% | -11.9% | -1.5% |
| 30D | -16.3% | -6.3% | -10.1% | -14.7% |
| 3M | -12.5% | -14.1% | +1.6% | -8.2% |
| 6M | -8.0% | -19.6% | +11.5% | -1.3% |
| YTD | +20.1% | +80.1% | -60.0% | -6.2% |
| 1Y | +45.9% | +95.4% | -49.4% | +9.4% |
| All | +45.9% | +95.5% | -49.6% | +9.4% |
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 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