+115.8%
FCX vs SOXQ
+258.1%
-142.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.3% |
| 7D | -2.3% | +0.8% | -3.0% | -2.7% |
| 30D | +2.7% | -4.6% | +7.2% | +5.6% |
| 3M | +7.4% | -10.2% | +17.6% | +13.1% |
| 6M | +16.0% | +49.7% | -33.6% | -12.3% |
| YTD | +40.9% | +67.2% | -26.3% | -0.7% |
| 1Y | +56.4% | +98.0% | -41.6% | -1.2% |
| 3Y | +84.2% | +237.2% | -152.9% | -21.7% |
| All | +115.8% | +258.1% | -142.3% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling