+114.3%
FCX vs STT
+145.1%
-30.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -4.9% | +0.5% | -5.3% | -5.2% |
| 30D | +4.8% | +3.9% | +1.0% | +2.0% |
| 3M | +4.6% | +20.0% | -15.3% | -7.9% |
| 6M | +10.8% | +55.3% | -44.5% | -18.3% |
| YTD | +44.2% | +53.3% | -9.1% | +6.9% |
| 1Y | +59.6% | +74.7% | -15.1% | +8.1% |
| 3Y | +82.2% | +205.8% | -123.6% | -16.1% |
| All | +114.3% | +145.1% | -30.8% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling