+462.7%
RIO vs SFM
+132.6%
+330.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.1% |
| 7D | 0.0% | -0.1% | 0.0% | 0.0% |
| 30D | +4.0% | -4.4% | +8.3% | +4.4% |
| 3M | +0.1% | +1.5% | -1.4% | -0.4% |
| 6M | +12.7% | +6.5% | +6.2% | +11.0% |
| YTD | +35.6% | +2.2% | +33.4% | +33.9% |
| 1Y | +73.7% | -41.9% | +115.6% | +83.4% |
| 3Y | +93.3% | +106.8% | -13.5% | +66.1% |
| 5Y | +92.4% | +231.6% | -139.1% | +50.4% |
| 10Y | +606.9% | +258.4% | +348.5% | +413.4% |
| All | +462.7% | +132.6% | +330.1% | +348.5% |
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