-100.0%
SQQQ vs FCX
+197.4%
-297.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.6% |
| 7D | -2.7% | +3.1% | -5.8% | -0.9% |
| 30D | +2.4% | +8.1% | -5.7% | +7.7% |
| 3M | -8.0% | +18.9% | -26.9% | +6.3% |
| 6M | -43.9% | +26.6% | -70.5% | -29.5% |
| YTD | -42.2% | +51.2% | -93.4% | -17.6% |
| 1Y | -51.8% | +75.6% | -127.3% | -22.4% |
| 3Y | -89.7% | +101.7% | -191.4% | -77.7% |
| 5Y | -94.7% | +134.6% | -229.3% | -83.7% |
| 10Y | -100.0% | +724.2% | -824.1% | -99.6% |
| All | -100.0% | +197.4% | -297.4% | -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