-100.0%
SOXS vs MAGS
+190.0%
-290.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.0% | -6.6% | -2.5% |
| 7D | -4.7% | +0.6% | -5.4% | -2.8% |
| 30D | +7.7% | +3.2% | +4.5% | +17.5% |
| 3M | -10.2% | +7.7% | -17.8% | +15.4% |
| 6M | -99.2% | +12.5% | -111.7% | -98.4% |
| YTD | -99.5% | +6.0% | -105.5% | -99.2% |
| 1Y | -99.8% | +14.4% | -114.1% | -99.4% |
| 3Y | -100.0% | +127.5% | -227.5% | -99.3% |
| All | -100.0% | +190.0% | -290.0% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling