-100.0%
SOXS vs ATI
+1,154.1%
-1,254.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.7% |
| 7D | -4.7% | -5.6% | +0.9% | -9.3% |
| 30D | +7.7% | -13.7% | +21.5% | -4.2% |
| 3M | -10.2% | -0.4% | -9.8% | -2.7% |
| 6M | -99.2% | +26.2% | -125.4% | -98.2% |
| YTD | -99.5% | +73.2% | -172.7% | -98.5% |
| 1Y | -99.8% | +161.6% | -261.4% | -98.9% |
| 3Y | -100.0% | +346.2% | -446.2% | -99.8% |
| 5Y | -100.0% | +1,047.6% | -1,147.6% | -99.9% |
| All | -100.0% | +1,154.1% | -1,254.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling