+84.6%
FCX vs SOXQ
+227.1%
-142.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.6% | -4.0% | -5.0% |
| 7D | -1.9% | +2.3% | -4.2% | -3.2% |
| 30D | +3.4% | -3.9% | +7.3% | +5.8% |
| 3M | +15.0% | -4.7% | +19.7% | +16.4% |
| 6M | +14.6% | +47.9% | -33.2% | -12.1% |
| YTD | +41.2% | +64.3% | -23.1% | +1.7% |
| 1Y | +60.4% | +95.7% | -35.3% | +3.9% |
| All | +84.6% | +227.1% | -142.5% | -17.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling