+114.3%
FCX vs STRL
+2,010.6%
-1,896.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.5% | -1.4% |
| 7D | -4.9% | +3.4% | -8.3% | -5.8% |
| 30D | +4.8% | -9.2% | +14.1% | +7.2% |
| 3M | +4.6% | -51.0% | +55.7% | +25.3% |
| 6M | +10.8% | +15.8% | -4.9% | -0.9% |
| YTD | +44.2% | +58.9% | -14.6% | +16.9% |
| 1Y | +59.6% | +68.5% | -9.0% | +25.7% |
| 3Y | +82.2% | +485.2% | -403.0% | -12.7% |
| All | +114.3% | +2,010.6% | -1,896.3% | -49.6% |
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