+347.6%
RIO vs SFM
+137.0%
+210.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | +0.1% | -0.4% | +0.6% | +0.2% |
| 30D | -10.5% | -19.2% | +8.7% | -9.0% |
| 3M | -15.9% | -40.3% | +24.4% | -12.1% |
| 6M | -22.3% | -40.9% | +18.6% | -18.9% |
| YTD | +9.3% | -35.5% | +44.8% | +12.6% |
| 1Y | +23.0% | -37.4% | +60.5% | +27.0% |
| 3Y | +52.1% | +25.5% | +26.6% | +38.6% |
| 5Y | +88.9% | +113.0% | -24.2% | +56.8% |
| All | +347.6% | +137.0% | +210.6% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling