+383.2%
FCX vs STRL
+3,816.9%
-3,433.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -1.9% | -2.5% |
| 7D | +4.4% | +23.4% | -19.0% | -2.4% |
| 30D | -16.3% | -39.5% | +23.2% | -3.8% |
| 3M | -12.5% | -45.1% | +32.6% | +2.9% |
| 6M | -8.0% | -64.6% | +56.5% | +21.6% |
| YTD | +20.1% | -1.5% | +21.6% | +7.1% |
| 1Y | +45.9% | -20.8% | +66.7% | +38.7% |
| 3Y | +86.2% | +353.1% | -266.9% | -13.9% |
| 5Y | +57.1% | +942.9% | -885.8% | -50.6% |
| All | +383.2% | +3,816.9% | -3,433.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling