+55.9%
SOXL vs FCX
+58.1%
-2.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.2% | -11.2% |
| 7D | -37.9% | -6.0% | -31.9% | -29.7% |
| 30D | -59.4% | -13.6% | -45.8% | -45.7% |
| 3M | -52.3% | -6.8% | -45.5% | -45.7% |
| 6M | -47.7% | +13.2% | -60.9% | -45.7% |
| YTD | +58.8% | +24.4% | +34.4% | +24.7% |
| 1Y | +55.9% | +60.3% | -4.4% | -28.8% |
| All | +55.9% | +58.1% | -2.2% | -28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling