-100.0%
SOXS vs MAGS
+187.7%
-287.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -0.8% |
| 7D | -16.6% | +0.8% | -17.4% | -15.2% |
| 30D | -4.4% | +0.4% | -4.8% | -4.4% |
| 3M | -26.2% | +5.6% | -31.8% | -9.5% |
| 6M | -99.3% | +12.3% | -111.6% | -98.5% |
| YTD | -99.5% | +5.1% | -104.6% | -99.2% |
| 1Y | -99.8% | +14.0% | -113.7% | -99.5% |
| 3Y | -100.0% | +129.4% | -229.4% | -99.3% |
| All | -100.0% | +187.7% | -287.7% | -99.4% |
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