+16,011.1%
STX vs FCX
+1,658.9%
+14,352.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +2.4% | -4.9% | +7.2% | +4.0% |
| 30D | +1.4% | +4.8% | -3.4% | -0.5% |
| 3M | -8.2% | +4.6% | -12.8% | -9.5% |
| 6M | +127.0% | +10.8% | +116.2% | +118.6% |
| YTD | +209.1% | +44.2% | +164.9% | +174.9% |
| 1Y | +365.4% | +59.6% | +305.9% | +298.6% |
| 3Y | +1,135.4% | +82.2% | +1,053.1% | +886.6% |
| 5Y | +991.5% | +115.6% | +875.9% | +697.3% |
| 10Y | +3,695.8% | +670.6% | +3,025.3% | +1,482.3% |
| All | +16,011.1% | +1,658.9% | +14,352.2% | +6,389.6% |
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