+99.6%
RIO vs SFM
+219.5%
-119.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.5% | +7.0% | +1.0% |
| 7D | +1.9% | -5.8% | +7.8% | +2.3% |
| 30D | +5.0% | -11.4% | +16.3% | +5.8% |
| 3M | +5.1% | -12.2% | +17.3% | +5.9% |
| 6M | +17.6% | -5.2% | +22.8% | +17.4% |
| YTD | +36.3% | -4.5% | +40.8% | +35.9% |
| 1Y | +71.2% | -45.4% | +116.6% | +79.5% |
| 3Y | +102.7% | +91.1% | +11.6% | +76.3% |
| 5Y | +99.6% | +226.8% | -127.2% | +56.0% |
| All | +99.6% | +219.5% | -119.9% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling