-100.0%
SOXS vs ATI
+358.3%
-458.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.4% |
| 7D | -16.6% | +2.4% | -19.0% | -13.4% |
| 30D | -4.4% | -9.5% | +5.1% | -15.9% |
| 3M | -26.2% | +10.4% | -36.6% | -1.4% |
| 6M | -99.3% | +31.8% | -131.1% | -97.4% |
| YTD | -99.5% | +80.0% | -179.5% | -97.5% |
| 1Y | -99.8% | +175.8% | -275.6% | -97.9% |
| All | -100.0% | +358.3% | -458.2% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling