-100.0%
SOXS vs ATI
+1,021.8%
-1,121.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -3.7% | +11.7% | +3.5% |
| 7D | -9.4% | -2.7% | -6.7% | -12.0% |
| 30D | +6.2% | -13.5% | +19.7% | -10.2% |
| 3M | -28.0% | +8.5% | -36.6% | -8.6% |
| 6M | -99.2% | +25.2% | -124.4% | -97.5% |
| YTD | -99.5% | +73.4% | -172.9% | -97.7% |
| 1Y | -99.7% | +160.5% | -260.3% | -98.1% |
| 3Y | -100.0% | +347.3% | -447.3% | -99.6% |
| 5Y | -100.0% | +1,049.0% | -1,149.0% | -99.8% |
| All | -100.0% | +1,021.8% | -1,121.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling