+10,249.8%
STX vs FCX
+1,365.1%
+8,884.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.3% |
| 7D | +16.8% | +4.4% | +12.4% | +15.4% |
| 30D | -27.0% | -16.3% | -10.7% | -22.3% |
| 3M | -37.9% | -12.5% | -25.4% | -35.1% |
| 6M | -32.5% | -8.0% | -24.5% | -30.3% |
| YTD | +98.6% | +20.1% | +78.5% | +88.1% |
| 1Y | +93.6% | +45.9% | +47.7% | +72.7% |
| 3Y | +699.1% | +86.2% | +612.8% | +539.6% |
| 5Y | +481.0% | +57.1% | +423.9% | +373.0% |
| 10Y | +2,082.0% | +382.5% | +1,699.5% | +969.8% |
| All | +10,249.8% | +1,365.1% | +8,884.7% | +4,339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling