+368.8%
SNXX vs MAGS
+5.4%
+363.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -9.2% |
| 7D | -12.0% | +0.6% | -12.7% | -13.3% |
| 30D | +37.9% | +3.2% | +34.7% | +26.8% |
| 3M | -52.7% | +7.7% | -60.3% | -60.0% |
| 6M | +194.8% | +12.5% | +182.3% | +120.5% |
| All | +368.8% | +5.4% | +363.4% | +257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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