+2,064.8%
STX vs FCX
+392.3%
+1,672.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.0% | +7.0% | +9.0% |
| 7D | -1.0% | -0.8% | -0.2% | -0.3% |
| 30D | -26.8% | -15.1% | -11.7% | -22.4% |
| 3M | -32.7% | -9.6% | -23.1% | -30.4% |
| 6M | -33.7% | -3.1% | -30.7% | -32.7% |
| YTD | +101.0% | +23.4% | +77.5% | +89.4% |
| 1Y | +92.7% | +52.7% | +40.0% | +70.8% |
| 3Y | +708.7% | +91.4% | +617.3% | +552.3% |
| 5Y | +504.0% | +62.7% | +441.3% | +393.5% |
| All | +2,064.8% | +392.3% | +1,672.4% | +1,104.9% |
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