+215.6%
SMH vs RIG
-16.1%
+231.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.8% |
| 7D | +4.9% | +5.7% | -0.8% | +3.7% |
| 30D | -13.8% | -0.7% | -13.1% | -13.9% |
| 3M | -17.4% | -3.1% | -14.2% | -17.4% |
| 6M | -15.0% | -16.3% | +1.3% | -13.0% |
| YTD | +35.2% | +34.1% | +1.0% | +22.6% |
| 1Y | +41.6% | +38.2% | +3.4% | +27.5% |
| 3Y | +215.6% | -15.3% | +230.9% | +183.9% |
| All | +215.6% | -16.1% | +231.7% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling