+334.8%
SMH vs RIG
+56.9%
+277.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.2% |
| 7D | +4.3% | -8.2% | +12.5% | +5.8% |
| 30D | +0.9% | -0.2% | +1.0% | +0.8% |
| 3M | -2.8% | -2.7% | -0.1% | -2.8% |
| 6M | +45.6% | -7.5% | +53.1% | +45.8% |
| YTD | +59.5% | +38.3% | +21.2% | +48.1% |
| 1Y | +93.4% | +81.8% | +11.6% | +70.3% |
| 3Y | +287.1% | -30.2% | +317.3% | +276.3% |
| All | +334.8% | +56.9% | +277.9% | +252.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling