+404.4%
SNXX vs ATI
+61.3%
+343.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.3% | -0.4% |
| 7D | +16.8% | -2.7% | +19.5% | +24.9% |
| 30D | +65.3% | -13.5% | +78.8% | +122.9% |
| 3M | -34.8% | +8.5% | -43.3% | -39.9% |
| 6M | +255.1% | +25.2% | +230.0% | +164.5% |
| All | +404.4% | +61.3% | +343.1% | +245.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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