-100.0%
SOXS vs ATI
+382.4%
-482.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -6.2% |
| 7D | -15.6% | +3.2% | -18.8% | -13.1% |
| 30D | +4.8% | -9.0% | +13.8% | -2.3% |
| 3M | -21.6% | +15.1% | -36.7% | -2.4% |
| 6M | -99.3% | +38.1% | -137.5% | -98.4% |
| YTD | -99.5% | +80.7% | -180.2% | -98.5% |
| 1Y | -99.8% | +167.5% | -267.3% | -99.0% |
| 3Y | -100.0% | +366.0% | -466.0% | -99.8% |
| 5Y | -100.0% | +1,088.8% | -1,188.8% | -99.9% |
| 10Y | -100.0% | +1,055.0% | -1,155.0% | -100.0% |
| All | -100.0% | +382.4% | -482.4% | -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 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