+813.3%
FCX vs STM
+784.7%
+28.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.0% |
| 7D | -4.9% | -10.7% | +5.9% | -1.1% |
| 30D | -17.1% | -25.7% | +8.6% | -8.2% |
| 3M | -12.7% | -21.6% | +8.9% | -5.5% |
| 6M | -2.0% | -27.8% | +25.8% | +7.4% |
| YTD | +18.1% | +61.8% | -43.7% | -4.5% |
| 1Y | +55.2% | +78.1% | -22.9% | +21.1% |
| 3Y | +74.3% | +4.9% | +69.4% | +57.0% |
| 5Y | +71.9% | -14.3% | +86.2% | +62.9% |
| 10Y | +498.4% | +414.1% | +84.3% | +211.0% |
| All | +813.3% | +784.7% | +28.6% | +323.2% |
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