+338.0%
SMH vs ATI
+1,086.3%
-748.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.3% | +2.4% | +1.9% | +3.4% |
| 30D | +0.9% | -9.5% | +10.3% | +4.7% |
| 3M | -2.8% | +10.4% | -13.2% | -6.4% |
| 6M | +45.6% | +31.8% | +13.8% | +31.0% |
| YTD | +59.5% | +80.0% | -20.5% | +28.4% |
| 1Y | +93.4% | +175.8% | -82.4% | +33.4% |
| 3Y | +287.1% | +364.2% | -77.1% | +114.5% |
| 5Y | +338.0% | +1,076.9% | -738.8% | +84.5% |
| All | +338.0% | +1,086.3% | -748.3% | +84.5% |
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 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