+854.8%
FCX vs STRL
+15,092.5%
-14,237.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +2.5% |
| 7D | -0.8% | +7.1% | -7.9% | -1.5% |
| 30D | -15.1% | -39.4% | +24.3% | -11.1% |
| 3M | -9.6% | -43.0% | +33.4% | -5.0% |
| 6M | -3.1% | -65.0% | +61.9% | +6.4% |
| YTD | +23.4% | -0.8% | +24.2% | +21.1% |
| 1Y | +52.7% | -20.3% | +73.0% | +52.6% |
| 3Y | +91.4% | +356.5% | -265.1% | +59.9% |
| 5Y | +62.7% | +952.8% | -890.1% | +25.4% |
| 10Y | +395.9% | +3,877.1% | -3,481.2% | +240.1% |
| All | +854.8% | +15,092.5% | -14,237.7% | +517.6% |
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 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