+1,063.2%
SMH vs ATI
+1,069.7%
-6.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.2% | -0.1% | +3.7% |
| 7D | -4.1% | +6.0% | -10.1% | -5.4% |
| 30D | -19.2% | -3.6% | -15.6% | -18.4% |
| 3M | -16.4% | -18.9% | +2.5% | -11.6% |
| 6M | -14.0% | +16.7% | -30.7% | -17.4% |
| YTD | +35.3% | +61.1% | -25.7% | +19.0% |
| 1Y | +40.4% | +89.3% | -48.9% | +18.3% |
| 3Y | +226.8% | +333.3% | -106.5% | +116.3% |
| 5Y | +232.3% | +954.5% | -722.2% | +70.8% |
| 10Y | +1,469.9% | +1,067.0% | +403.0% | +568.8% |
| All | +1,063.2% | +1,069.7% | -6.4% | +197.3% |
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