+74.3%
FCX vs STT
+165.4%
-91.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -4.9% | -2.5% | -2.4% | -2.8% |
| 30D | -17.1% | -5.0% | -12.2% | -13.6% |
| 3M | -12.7% | -10.5% | -2.2% | -5.0% |
| 6M | -2.0% | +10.0% | -12.0% | -9.1% |
| YTD | +18.1% | +30.7% | -12.6% | -4.5% |
| 1Y | +55.2% | +43.8% | +11.4% | +16.8% |
| 3Y | +74.3% | +168.1% | -93.7% | -23.5% |
| All | +74.3% | +165.4% | -91.0% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling