+1,015.5%
FCX vs STM
+1,005.9%
+9.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.6% | -0.4% |
| 7D | -4.9% | +5.8% | -10.7% | -6.8% |
| 30D | +4.8% | -1.0% | +5.8% | +4.9% |
| 3M | +4.6% | -33.3% | +37.9% | +19.0% |
| 6M | +10.8% | +57.4% | -46.5% | -8.5% |
| YTD | +44.2% | +102.2% | -58.0% | +8.3% |
| 1Y | +59.6% | +99.6% | -40.0% | +19.5% |
| 3Y | +82.2% | +14.5% | +67.7% | +59.7% |
| 5Y | +115.6% | +21.4% | +94.2% | +81.6% |
| 10Y | +670.6% | +695.0% | -24.4% | +248.1% |
| All | +1,015.5% | +1,005.9% | +9.6% | +380.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling