+1,015.5%
FCX vs STT
+3,582.4%
-2,567.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -4.9% | +0.5% | -5.3% | -5.1% |
| 30D | +4.8% | +3.9% | +1.0% | +2.9% |
| 3M | +4.6% | +20.0% | -15.3% | -3.9% |
| 6M | +10.8% | +55.3% | -44.5% | -9.7% |
| YTD | +44.2% | +53.3% | -9.1% | +18.1% |
| 1Y | +59.6% | +74.7% | -15.1% | +23.0% |
| 3Y | +82.2% | +205.8% | -123.6% | +8.5% |
| 5Y | +115.6% | +145.0% | -29.4% | +40.2% |
| 10Y | +670.6% | +266.0% | +404.5% | +329.4% |
| All | +1,015.5% | +3,582.4% | -2,567.0% | +257.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling