+701.1%
FCX vs STT
+264.2%
+436.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.2% | +6.6% | +6.3% |
| 7D | +5.7% | +2.2% | +3.5% | +3.9% |
| 30D | +10.1% | +3.9% | +6.2% | +6.7% |
| 3M | +20.2% | +19.2% | +1.0% | +4.9% |
| 6M | +29.7% | +60.4% | -30.7% | -9.7% |
| YTD | +51.9% | +51.5% | +0.5% | +10.2% |
| 1Y | +66.0% | +76.3% | -10.3% | +7.0% |
| 3Y | +102.7% | +200.7% | -98.0% | -14.2% |
| 5Y | +138.9% | +157.5% | -18.6% | +7.7% |
| 10Y | +701.1% | +262.0% | +439.1% | +130.8% |
| All | +701.1% | +264.2% | +436.9% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling