+233.7%
SMH vs RIG
+62.5%
+171.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -3.7% |
| 7D | +4.9% | +5.7% | -0.8% | +3.9% |
| 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% | -13.3% |
| YTD | +35.2% | +34.1% | +1.0% | +25.4% |
| 1Y | +41.6% | +38.2% | +3.4% | +30.6% |
| 3Y | +215.6% | -15.3% | +230.9% | +197.7% |
| All | +233.7% | +62.5% | +171.2% | +167.9% |
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 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