+430.7%
FCX vs STRL
+4,310.8%
-3,880.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +15.0% | -10.1% | +0.2% |
| 7D | -1.0% | -13.3% | +12.3% | +1.8% |
| 30D | -15.2% | -43.3% | +28.1% | -0.5% |
| 3M | -10.3% | -46.9% | +36.6% | +6.5% |
| 6M | +1.6% | -65.6% | +67.2% | +35.5% |
| YTD | +23.9% | -5.1% | +28.9% | +11.7% |
| 1Y | +58.0% | -23.1% | +81.1% | +51.5% |
| 3Y | +94.6% | +346.8% | -252.3% | -9.9% |
| 5Y | +70.4% | +907.2% | -836.8% | -45.9% |
| 10Y | +430.7% | +3,988.2% | -3,557.5% | +8.9% |
| All | +430.7% | +4,310.8% | -3,880.1% | +8.9% |
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