+100.4%
FCX vs SOXQ
+290.2%
-189.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +3.1% | +5.2% | -2.1% | -0.2% |
| 30D | +8.1% | -0.5% | +8.6% | +8.2% |
| 3M | +18.9% | -5.6% | +24.6% | +21.3% |
| 6M | +26.6% | +53.0% | -26.4% | -5.7% |
| YTD | +51.2% | +68.8% | -17.6% | +5.9% |
| 1Y | +75.6% | +105.7% | -30.2% | +8.2% |
| 3Y | +101.7% | +240.5% | -138.8% | -14.8% |
| 5Y | +134.6% | +266.8% | -132.1% | -14.8% |
| All | +100.4% | +290.2% | -189.8% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling