+87.6%
SMH vs RIG
+77.2%
+10.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | +0.3% | -3.1% | +3.3% | +0.6% |
| 30D | -2.8% | -0.5% | -2.3% | -2.8% |
| 3M | -6.7% | -6.0% | -0.7% | -6.2% |
| 6M | +41.8% | -10.1% | +51.9% | +41.6% |
| YTD | +57.9% | +37.3% | +20.6% | +44.0% |
| 1Y | +87.6% | +73.9% | +13.7% | +62.8% |
| All | +87.6% | +77.2% | +10.5% | +62.8% |
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