+813.3%
FCX vs STRL
+12,541.0%
-11,727.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.8% | +2.3% |
| 7D | -4.9% | -26.9% | +22.0% | -2.2% |
| 30D | -17.1% | -52.7% | +35.5% | -11.0% |
| 3M | -12.7% | -52.8% | +40.2% | -6.4% |
| 6M | -2.0% | -71.5% | +69.5% | +9.9% |
| YTD | +18.1% | -17.4% | +35.5% | +18.1% |
| 1Y | +55.2% | -35.0% | +90.1% | +58.4% |
| 3Y | +74.3% | +239.2% | -164.9% | +49.8% |
| 5Y | +71.9% | +830.2% | -758.3% | +34.3% |
| 10Y | +498.4% | +3,574.7% | -3,076.4% | +315.5% |
| All | +813.3% | +12,541.0% | -11,727.7% | +502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling