-100.0%
SOXS vs MAGS
+126.1%
-226.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -0.2% | +8.3% | +7.5% |
| 7D | -9.4% | -1.8% | -7.6% | -14.6% |
| 30D | +6.2% | +1.1% | +5.1% | +8.4% |
| 3M | -28.0% | +7.7% | -35.8% | -6.3% |
| 6M | -99.2% | +11.7% | -110.9% | -98.4% |
| YTD | -99.5% | +4.9% | -104.4% | -99.1% |
| 1Y | -99.7% | +14.3% | -114.1% | -99.4% |
| All | -100.0% | +126.1% | -226.1% | -99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling