+4,867.9%
RIO vs SMTC
+56,313.5%
-51,445.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | +0.1% |
| 7D | -0.9% | +11.0% | -12.0% | -2.3% |
| 30D | -9.1% | -28.5% | +19.4% | -6.1% |
| 3M | -13.7% | -14.2% | +0.5% | -13.6% |
| 6M | -24.3% | -18.0% | -6.3% | -24.7% |
| YTD | +8.9% | +55.5% | -46.6% | -0.5% |
| 1Y | +22.7% | +69.5% | -46.9% | +10.6% |
| 3Y | +51.2% | +699.7% | -648.5% | +5.3% |
| 5Y | +88.1% | +27.4% | +60.7% | +59.8% |
| 10Y | +352.3% | +335.7% | +16.6% | +225.9% |
| All | +4,867.9% | +56,313.5% | -51,445.6% | +2,987.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling