+692.4%
SOXL vs MAGS
+187.7%
+504.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.1% |
| 7D | +18.4% | +0.8% | +17.5% | +14.6% |
| 30D | -3.2% | +0.4% | -3.6% | -5.9% |
| 3M | -37.6% | +5.6% | -43.2% | -47.6% |
| 6M | +136.1% | +12.3% | +123.8% | +78.3% |
| YTD | +199.5% | +5.1% | +194.4% | +179.8% |
| 1Y | +363.2% | +14.0% | +349.3% | +266.4% |
| 3Y | +496.5% | +129.4% | +367.1% | +16.0% |
| All | +692.4% | +187.7% | +504.7% | +10.4% |
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