-99.8%
SOXS vs FCX
+60.1%
-159.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.9% |
| 7D | -4.7% | -2.3% | -2.5% | -7.3% |
| 30D | +7.7% | +2.7% | +5.1% | +13.9% |
| 3M | -10.2% | +7.4% | -17.5% | +19.2% |
| 6M | -99.2% | +16.0% | -115.2% | -97.4% |
| YTD | -99.5% | +40.9% | -140.4% | -98.0% |
| 1Y | -99.8% | +56.4% | -156.2% | -98.7% |
| All | -99.8% | +60.1% | -159.9% | -98.7% |
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