-87.2%
SOXS vs MGY
+10.4%
-97.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | +0.6% | +38.6% | +38.9% |
| 7D | +94.9% | -10.3% | +105.2% | +106.1% |
| 30D | +174.1% | -1.8% | +175.9% | +171.8% |
| 3M | +82.4% | -0.1% | +82.5% | +75.2% |
| 6M | -27.7% | -22.8% | -4.9% | -15.6% |
| YTD | -86.6% | +9.5% | -96.1% | -83.3% |
| 1Y | -87.2% | +12.6% | -99.8% | -83.5% |
| All | -87.2% | +10.4% | -97.6% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling