+60.3%
FCX vs SOXQ
+45.5%
+14.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.1% | +4.5% | +3.3% |
| 7D | -6.0% | -12.1% | +6.1% | +1.7% |
| 30D | -13.6% | -22.0% | +8.5% | +0.6% |
| 3M | -6.8% | -15.6% | +8.8% | +2.8% |
| 6M | +13.2% | -2.4% | +15.5% | +9.5% |
| YTD | +24.4% | +45.4% | -21.0% | -9.8% |
| 1Y | +60.3% | +47.7% | +12.6% | +14.6% |
| All | +60.3% | +45.5% | +14.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 1y: compounded portfolio wealth divided by compounded SOXQ 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…
1y analysis · Full analysis span regression · 6 months rolling