+55.4%
FCX vs STT
+104.1%
-48.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | +4.8% | -5.1% | -3.4% |
| 30D | -14.7% | +3.9% | -18.7% | -16.8% |
| 3M | -11.2% | -8.2% | -3.0% | -5.8% |
| 6M | -11.4% | +15.6% | -27.0% | -19.8% |
| YTD | +17.7% | +37.6% | -19.9% | -5.5% |
| 1Y | +47.5% | +50.1% | -2.6% | +11.8% |
| 3Y | +83.9% | +183.1% | -99.2% | -9.1% |
| All | +55.4% | +104.1% | -48.8% | -14.5% |
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 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