+247.9%
SOXX vs FCX
+112.9%
+135.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | +1.4% | -2.3% | +3.7% | +2.3% |
| 30D | -3.6% | +2.7% | -6.2% | -5.3% |
| 3M | -10.2% | +7.4% | -17.5% | -13.4% |
| 6M | +54.2% | +16.0% | +38.2% | +42.7% |
| YTD | +75.2% | +40.9% | +34.3% | +48.1% |
| 1Y | +107.5% | +56.4% | +51.1% | +65.5% |
| 3Y | +226.8% | +84.2% | +142.5% | +132.3% |
| All | +247.9% | +112.9% | +135.0% | +129.9% |
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