+1,383.2%
STX vs FCX
+101.5%
+1,281.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.3% | +1.1% | +4.1% |
| 7D | +10.7% | +5.7% | +5.0% | +8.1% |
| 30D | +11.3% | +10.1% | +1.2% | +6.1% |
| 3M | +3.2% | +20.2% | -17.0% | -5.1% |
| 6M | +157.0% | +29.7% | +127.3% | +126.7% |
| YTD | +229.2% | +51.9% | +177.3% | +174.6% |
| 1Y | +381.8% | +66.0% | +315.9% | +285.1% |
| 3Y | +1,383.2% | +102.7% | +1,280.4% | +951.2% |
| All | +1,383.2% | +101.5% | +1,281.7% | +951.2% |
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 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