+1,061.7%
SMH vs RIG
-87.1%
+1,148.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.3% |
| 6M | -15.0% | -16.3% | +1.3% | -13.3% |
| YTD | +35.2% | +34.1% | +1.0% | +26.1% |
| 1Y | +41.6% | +38.2% | +3.4% | +31.3% |
| 3Y | +215.6% | -15.3% | +230.9% | +204.8% |
| 5Y | +233.2% | +62.5% | +170.8% | +169.9% |
| 10Y | +1,458.7% | -46.6% | +1,505.3% | +1,046.9% |
| All | +1,061.7% | -87.1% | +1,148.8% | +797.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling