+352.0%
RIO vs SFM
+48.8%
+303.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.6% |
| 7D | -0.9% | +6.0% | -7.0% | -1.6% |
| 30D | -9.1% | -19.5% | +10.4% | -7.3% |
| 3M | -13.7% | -37.0% | +23.3% | -9.6% |
| 6M | -24.3% | -41.0% | +16.7% | -20.4% |
| YTD | +8.9% | -34.6% | +43.5% | +12.6% |
| 1Y | +22.7% | -36.3% | +58.9% | +27.1% |
| 3Y | +51.2% | +24.5% | +26.6% | +37.3% |
| 5Y | +88.1% | +115.9% | -27.8% | +53.6% |
| 10Y | +352.3% | +139.5% | +212.8% | +242.5% |
| All | +352.0% | +48.8% | +303.2% | +277.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling