+580.6%
RIO vs SMTC
+516.8%
+63.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.9% | -1.3% | -3.6% |
| 7D | -3.4% | +17.5% | -20.9% | -6.4% |
| 30D | +0.6% | +21.3% | -20.7% | -3.9% |
| 3M | +2.5% | +3.1% | -0.6% | -0.3% |
| 6M | +10.8% | +81.7% | -70.9% | -5.0% |
| YTD | +30.5% | +115.9% | -85.5% | +7.7% |
| 1Y | +68.1% | +157.8% | -89.7% | +32.7% |
| 3Y | +94.0% | +557.3% | -463.3% | +5.4% |
| 5Y | +92.0% | +114.7% | -22.7% | +37.1% |
| All | +580.6% | +516.8% | +63.8% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling