+15.4%
SOFI vs FCX
+112.9%
-97.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -4.9% | -2.3% | -2.7% | -4.0% |
| 30D | -3.5% | +2.7% | -6.1% | -5.2% |
| 3M | +3.9% | +7.4% | -3.5% | -1.1% |
| 6M | -6.5% | +16.0% | -22.6% | -16.3% |
| YTD | -33.8% | +40.9% | -74.8% | -47.8% |
| 1Y | -33.3% | +56.4% | -89.7% | -51.2% |
| 3Y | +94.6% | +84.2% | +10.4% | +23.0% |
| All | +15.4% | +112.9% | -97.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling