+20,848.2%
SOXL vs FCX
+168.3%
+20,679.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +18.4% | +3.1% | +15.2% | +15.0% |
| 30D | -3.2% | +8.1% | -11.3% | -10.7% |
| 3M | -37.6% | +18.9% | -56.5% | -43.6% |
| 6M | +136.1% | +26.6% | +109.5% | +112.3% |
| YTD | +199.5% | +51.2% | +148.3% | +133.5% |
| 1Y | +363.2% | +75.6% | +287.7% | +216.7% |
| 3Y | +496.5% | +101.7% | +394.8% | +314.9% |
| 5Y | +184.8% | +134.6% | +50.2% | +97.3% |
| 10Y | +5,399.0% | +724.2% | +4,674.8% | +1,453.9% |
| All | +20,848.2% | +168.3% | +20,679.8% | +13,505.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling