+1,256.8%
SMH vs ATI
+1,157.8%
+99.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.3% | -5.6% | +5.9% | +1.8% |
| 30D | -2.8% | -13.7% | +11.0% | +1.1% |
| 3M | -6.7% | -0.4% | -6.3% | -6.6% |
| 6M | +41.8% | +26.2% | +15.5% | +33.1% |
| YTD | +57.9% | +73.2% | -15.3% | +36.2% |
| 1Y | +87.6% | +161.6% | -74.0% | +44.8% |
| 3Y | +282.9% | +346.2% | -63.2% | +150.9% |
| 5Y | +330.4% | +1,047.6% | -717.2% | +115.5% |
| 10Y | +1,857.0% | +1,130.0% | +727.0% | +714.6% |
| All | +1,256.8% | +1,157.8% | +99.1% | +240.3% |
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