+1,097.4%
SMH vs ATI
+1,103.3%
-5.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +12.1% | +13.0% | -0.9% | +8.5% |
| 30D | -14.7% | +0.2% | -14.9% | -14.7% |
| 3M | -14.2% | -17.5% | +3.3% | -9.8% |
| 6M | -10.6% | +18.1% | -28.7% | -14.4% |
| YTD | +39.3% | +65.7% | -26.4% | +21.6% |
| 1Y | +41.6% | +91.9% | -50.4% | +18.8% |
| 3Y | +223.4% | +335.2% | -111.9% | +113.6% |
| 5Y | +243.5% | +1,004.3% | -760.8% | +74.4% |
| 10Y | +1,506.6% | +1,019.2% | +487.4% | +592.4% |
| All | +1,097.4% | +1,103.3% | -5.9% | +203.7% |
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