+95.9%
RIO vs SMTC
+565.9%
-469.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +1.0% | +22.5% | -21.5% | -1.1% |
| 30D | +4.0% | +24.9% | -20.9% | +1.3% |
| 3M | +4.5% | +4.1% | +0.5% | +3.0% |
| 6M | +17.3% | +92.6% | -75.2% | +8.3% |
| YTD | +36.2% | +122.5% | -86.3% | +24.0% |
| 1Y | +76.1% | +166.2% | -90.1% | +57.5% |
| All | +95.9% | +565.9% | -469.9% | +52.8% |
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