+708.1%
STX vs FCX
+91.8%
+616.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +3.0% | +7.0% | +8.5% |
| 7D | -1.0% | -0.8% | -0.2% | 0.0% |
| 30D | -26.8% | -15.1% | -11.7% | -20.5% |
| 3M | -32.7% | -9.6% | -23.1% | -29.5% |
| 6M | -33.7% | -3.1% | -30.7% | -32.6% |
| YTD | +101.0% | +23.4% | +77.5% | +84.6% |
| 1Y | +92.7% | +52.7% | +40.0% | +63.8% |
| All | +708.1% | +91.8% | +616.4% | +535.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling