+114.3%
FCX vs STM
+20.8%
+93.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.6% |
| 7D | -4.9% | +5.8% | -10.7% | -7.2% |
| 30D | +4.8% | -1.0% | +5.8% | +4.9% |
| 3M | +4.6% | -33.3% | +37.9% | +22.6% |
| 6M | +10.8% | +57.4% | -46.5% | -13.9% |
| YTD | +44.2% | +102.2% | -58.0% | -1.2% |
| 1Y | +59.6% | +99.6% | -40.0% | +8.7% |
| 3Y | +82.2% | +14.5% | +67.7% | +49.6% |
| All | +114.3% | +20.8% | +93.5% | +55.9% |
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