+2,502.1%
SOXX vs FCX
+1,976.7%
+525.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.6% | +3.8% | -0.7% |
| 7D | +3.0% | -1.9% | +4.9% | +3.6% |
| 30D | -3.1% | +3.4% | -6.5% | -4.4% |
| 3M | -4.4% | +15.0% | -19.4% | -8.4% |
| 6M | +52.9% | +14.6% | +38.2% | +46.3% |
| YTD | +72.0% | +41.2% | +30.8% | +54.2% |
| 1Y | +105.1% | +60.4% | +44.7% | +75.7% |
| 3Y | +220.6% | +88.4% | +132.2% | +157.7% |
| 5Y | +244.8% | +115.0% | +129.8% | +159.6% |
| 10Y | +1,537.1% | +669.9% | +867.3% | +667.4% |
| All | +2,502.1% | +1,976.7% | +525.4% | +511.7% |
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 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