+83.9%
FCX vs STRL
+341.0%
-257.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.3% |
| 7D | -0.3% | +15.7% | -16.0% | -3.9% |
| 30D | -14.7% | -35.5% | +20.7% | -6.4% |
| 3M | -11.2% | -47.1% | +36.0% | +1.7% |
| 6M | -11.4% | -65.8% | +54.4% | +11.2% |
| YTD | +17.7% | -4.5% | +22.2% | +10.2% |
| 1Y | +47.5% | -10.5% | +58.0% | +39.5% |
| 3Y | +83.9% | +340.6% | -256.7% | +21.3% |
| All | +83.9% | +341.0% | -257.1% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling