+357.4%
SOXL vs FCX
+60.8%
+296.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.2% | +9.6% | +9.5% |
| 7D | +5.3% | -4.9% | +10.2% | +13.2% |
| 30D | -11.2% | +4.8% | -16.0% | -19.0% |
| 3M | -55.4% | +4.6% | -60.0% | -54.9% |
| 6M | +107.1% | +10.8% | +96.3% | +94.2% |
| YTD | +179.0% | +44.2% | +134.8% | +107.6% |
| 1Y | +357.4% | +59.6% | +297.8% | +195.4% |
| All | +357.4% | +60.8% | +296.6% | +195.4% |
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 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