+55.4%
FCX vs STM
-5.1%
+60.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | -0.3% | +12.0% | -12.3% | -5.2% |
| 30D | -14.7% | -0.4% | -14.4% | -15.0% |
| 3M | -11.2% | -13.2% | +2.0% | -6.5% |
| 6M | -11.4% | -26.1% | +14.7% | -2.1% |
| YTD | +17.7% | +81.2% | -63.5% | -15.9% |
| 1Y | +47.5% | +98.3% | -50.8% | +0.9% |
| 3Y | +83.9% | +16.7% | +67.2% | +47.0% |
| All | +55.4% | -5.1% | +60.4% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling