+30.8%
RIO vs SMTC
+70.8%
-40.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -12.9% | +16.5% | +5.2% |
| 7D | -1.6% | -24.5% | +22.9% | +1.7% |
| 30D | -11.6% | -42.5% | +30.9% | -5.6% |
| 3M | -12.7% | -14.1% | +1.4% | -12.7% |
| 6M | -12.4% | +3.6% | -16.0% | -16.0% |
| YTD | +11.0% | +50.6% | -39.6% | +1.2% |
| 1Y | +30.8% | +72.2% | -41.4% | +17.2% |
| All | +30.8% | +70.8% | -40.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling