-91.6%
SOXS vs FCX
+58.1%
-149.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.3% | +7.4% | +11.1% |
| 7D | +46.7% | -6.0% | +52.7% | +33.0% |
| 30D | +97.0% | -13.6% | +110.5% | +59.5% |
| 3M | +39.5% | -6.8% | +46.3% | +32.8% |
| 6M | -54.9% | +13.2% | -68.1% | -24.5% |
| YTD | -90.4% | +24.4% | -114.8% | -75.7% |
| 1Y | -91.6% | +60.3% | -151.9% | -61.8% |
| All | -91.6% | +58.1% | -149.7% | -61.8% |
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