-2.0%
FCX vs STM
-26.6%
+24.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.8% |
| 7D | -4.9% | -10.7% | +5.9% | -0.7% |
| 30D | -17.1% | -25.7% | +8.6% | -7.0% |
| 3M | -12.7% | -21.6% | +8.9% | -4.6% |
| 6M | -2.0% | -27.8% | +25.8% | +8.9% |
| All | -2.0% | -26.6% | +24.6% | +8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling