+1,475.7%
SMH vs ATI
+961.4%
+514.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -1.9% |
| 7D | +4.9% | +4.2% | +0.8% | +3.8% |
| 30D | -13.8% | -2.5% | -11.3% | -13.2% |
| 3M | -17.4% | -19.4% | +2.0% | -12.4% |
| 6M | -15.0% | +11.1% | -26.1% | -17.3% |
| YTD | +35.2% | +59.5% | -24.4% | +19.1% |
| 1Y | +41.6% | +85.8% | -44.2% | +19.8% |
| 3Y | +215.6% | +311.9% | -96.3% | +112.4% |
| 5Y | +233.2% | +963.2% | -730.0% | +76.6% |
| All | +1,475.7% | +961.4% | +514.3% | +704.8% |
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 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