-100.0%
SOXS vs MGY
+210.4%
-310.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.2% | -5.7% | -5.4% |
| 7D | -4.7% | +3.5% | -8.3% | -2.2% |
| 30D | +7.7% | +5.3% | +2.5% | +11.9% |
| 3M | -10.2% | +2.6% | -12.8% | -9.9% |
| 6M | -99.2% | -3.3% | -95.9% | -99.6% |
| YTD | -99.5% | +29.2% | -128.7% | -99.7% |
| 1Y | -99.8% | +18.0% | -117.8% | -99.9% |
| 3Y | -100.0% | +30.0% | -130.0% | -100.0% |
| 5Y | -100.0% | +92.7% | -192.7% | -100.0% |
| All | -100.0% | +210.4% | -310.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling