+3,621.5%
STX vs FCX
+707.6%
+2,913.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | +9.6% | +3.1% | +6.5% | +8.6% |
| 30D | +10.6% | +8.1% | +2.5% | +7.6% |
| 3M | +4.8% | +18.9% | -14.1% | -0.7% |
| 6M | +137.3% | +26.6% | +110.6% | +119.5% |
| YTD | +222.5% | +51.2% | +171.3% | +184.0% |
| 1Y | +366.2% | +75.6% | +290.7% | +291.3% |
| 3Y | +1,352.9% | +101.7% | +1,251.2% | +1,040.5% |
| 5Y | +1,077.4% | +134.6% | +942.8% | +762.3% |
| 10Y | +3,621.5% | +724.2% | +2,897.3% | +1,711.2% |
| All | +3,621.5% | +707.6% | +2,913.9% | +1,711.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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