+24.9%
SMH vs ATI
+75.7%
-50.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -6.0% | -5.2% | -7.9% |
| 7D | -20.3% | -3.8% | -16.5% | -18.3% |
| 30D | -29.2% | -13.5% | -15.7% | -23.4% |
| 3M | -21.4% | -17.9% | -3.5% | -13.0% |
| 6M | -14.3% | +8.4% | -22.7% | -17.5% |
| YTD | +24.3% | +46.7% | -22.4% | +1.1% |
| 1Y | +24.9% | +74.5% | -49.5% | -7.1% |
| All | +24.9% | +75.7% | -50.8% | -7.1% |
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