+51.2%
RIO vs SMTC
+698.5%
-647.4%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | 0.0% |
| 7D | -0.9% | +11.0% | -12.0% | -2.0% |
| 30D | -9.1% | -28.5% | +19.4% | -6.7% |
| 3M | -13.7% | -14.2% | +0.5% | -13.6% |
| 6M | -24.3% | -18.0% | -6.3% | -24.5% |
| YTD | +8.9% | +55.5% | -46.6% | +2.0% |
| 1Y | +22.7% | +69.5% | -46.9% | +13.9% |
| 3Y | +51.2% | +699.7% | -648.5% | +12.7% |
| All | +51.2% | +698.5% | -647.4% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling