+813.3%
FCX vs STT
+3,038.4%
-2,225.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -4.9% | -2.5% | -2.4% | -3.7% |
| 30D | -17.1% | -5.0% | -12.2% | -15.0% |
| 3M | -12.7% | -10.5% | -2.2% | -8.0% |
| 6M | -2.0% | +10.0% | -12.0% | -6.1% |
| YTD | +18.1% | +30.7% | -12.6% | +4.4% |
| 1Y | +55.2% | +43.8% | +11.4% | +31.3% |
| 3Y | +74.3% | +168.1% | -93.7% | +10.6% |
| 5Y | +71.9% | +101.4% | -29.5% | +22.5% |
| 10Y | +498.4% | +211.3% | +287.0% | +259.6% |
| All | +813.3% | +3,038.4% | -2,225.1% | +216.0% |
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