+728.4%
FCX vs STZ
-13.5%
+741.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.6% | +11.0% | +8.0% |
| 7D | +5.7% | -7.4% | +13.1% | +9.4% |
| 30D | +10.1% | -10.9% | +20.9% | +15.6% |
| 3M | +20.2% | -13.4% | +33.6% | +27.4% |
| 6M | +29.7% | -16.2% | +45.9% | +38.3% |
| YTD | +51.9% | -10.4% | +62.4% | +55.0% |
| 1Y | +66.0% | -14.8% | +80.7% | +72.9% |
| 3Y | +102.7% | -50.1% | +152.9% | +175.0% |
| 5Y | +138.9% | -38.8% | +177.6% | +183.7% |
| All | +728.4% | -13.5% | +741.8% | +675.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling