+162.3%
SOXL vs FCX
+112.9%
+49.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.5% |
| 7D | +3.9% | -2.3% | +6.2% | +7.1% |
| 30D | -14.3% | +2.7% | -17.0% | -18.9% |
| 3M | -45.6% | +7.4% | -53.0% | -48.1% |
| 6M | +117.2% | +16.0% | +101.2% | +100.4% |
| YTD | +189.8% | +40.9% | +148.9% | +109.9% |
| 1Y | +317.7% | +56.4% | +261.3% | +160.5% |
| 3Y | +478.6% | +84.2% | +394.4% | +220.6% |
| All | +162.3% | +112.9% | +49.4% | +46.5% |
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