-91.6%
SOXS vs ATI
+86.4%
-178.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.7% | +9.4% | +7.5% |
| 7D | +46.7% | +8.3% | +38.3% | +70.1% |
| 30D | +97.0% | -7.3% | +104.2% | +78.4% |
| 3M | +39.5% | -10.5% | +50.1% | +20.6% |
| 6M | -54.9% | +16.4% | -71.3% | -23.8% |
| YTD | -90.4% | +56.1% | -146.4% | -69.0% |
| 1Y | -91.6% | +86.5% | -178.2% | -61.4% |
| All | -91.6% | +86.4% | -178.1% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling