+243.5%
SMH vs ATI
+994.1%
-750.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | +12.1% | +13.0% | -0.9% | +6.8% |
| 30D | -14.7% | +0.2% | -14.9% | -14.8% |
| 3M | -14.2% | -17.5% | +3.3% | -7.8% |
| 6M | -10.6% | +18.1% | -28.7% | -16.2% |
| YTD | +39.3% | +65.7% | -26.4% | +14.9% |
| 1Y | +41.6% | +91.9% | -50.4% | +10.7% |
| 3Y | +223.4% | +335.2% | -111.9% | +80.5% |
| 5Y | +243.5% | +1,004.3% | -760.8% | +40.2% |
| All | +243.5% | +994.1% | -750.7% | +40.2% |
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