+1,253.2%
SMH vs RIG
-86.4%
+1,339.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.1% |
| 7D | +2.5% | +0.9% | +1.7% | +2.3% |
| 30D | -0.5% | +13.8% | -14.3% | -2.8% |
| 3M | -9.6% | -6.4% | -3.2% | -8.9% |
| 6M | +42.1% | -8.2% | +50.2% | +42.6% |
| YTD | +57.4% | +41.6% | +15.8% | +46.1% |
| 1Y | +96.2% | +88.7% | +7.5% | +72.6% |
| 3Y | +267.9% | -30.9% | +298.8% | +267.9% |
| 5Y | +327.7% | +57.7% | +270.0% | +247.4% |
| 10Y | +1,764.6% | -39.3% | +1,803.9% | +1,232.4% |
| All | +1,253.2% | -86.4% | +1,339.6% | +940.3% |
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