+55.4%
FCX vs STRL
+906.9%
-851.5%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.2% |
| 7D | -0.3% | +15.7% | -16.0% | -4.3% |
| 30D | -14.7% | -35.5% | +20.7% | -5.4% |
| 3M | -11.2% | -47.1% | +36.0% | +3.3% |
| 6M | -11.4% | -65.8% | +54.4% | +14.1% |
| YTD | +17.7% | -4.5% | +22.2% | +7.9% |
| 1Y | +47.5% | -10.5% | +58.0% | +36.9% |
| 3Y | +83.9% | +340.6% | -256.7% | -7.1% |
| All | +55.4% | +906.9% | -851.5% | -55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling