+43.4%
SMH vs RIG
+43.0%
+0.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.6% | +4.9% | -2.0% |
| 7D | -11.2% | -18.8% | +7.6% | -9.5% |
| 30D | -20.4% | -1.1% | -19.4% | -20.5% |
| 3M | -12.4% | +4.4% | -16.8% | -13.2% |
| 6M | -0.5% | -20.8% | +20.3% | +0.9% |
| YTD | +40.0% | +32.0% | +8.1% | +25.2% |
| 1Y | +43.4% | +39.7% | +3.7% | +24.7% |
| All | +43.4% | +43.0% | +0.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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