+277.4%
SMH vs RIO
+87.1%
+190.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.2% | +1.8% | +0.1% |
| 7D | +1.4% | -3.4% | +4.7% | +3.5% |
| 30D | -2.2% | +0.6% | -2.8% | -2.7% |
| 3M | -1.9% | +2.5% | -4.4% | -3.7% |
| 6M | +41.0% | +10.8% | +30.2% | +32.8% |
| YTD | +55.6% | +30.5% | +25.1% | +32.9% |
| 1Y | +86.8% | +68.1% | +18.7% | +37.7% |
| All | +277.4% | +87.1% | +190.3% | +153.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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