-100.0%
SOXS vs FCX
+168.3%
-268.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -2.4% |
| 7D | -16.6% | +3.1% | -19.7% | -13.9% |
| 30D | -4.4% | +8.1% | -12.5% | +3.9% |
| 3M | -26.2% | +18.9% | -45.2% | -1.3% |
| 6M | -99.3% | +26.6% | -125.9% | -98.1% |
| YTD | -99.5% | +51.2% | -150.7% | -98.5% |
| 1Y | -99.8% | +75.6% | -175.3% | -99.1% |
| 3Y | -100.0% | +101.7% | -201.7% | -99.9% |
| 5Y | -100.0% | +134.6% | -234.6% | -100.0% |
| 10Y | -100.0% | +724.2% | -824.2% | -100.0% |
| All | -100.0% | +168.3% | -268.3% | -100.0% |
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