+92.0%
RIO vs SPYG
+82.6%
+9.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.3% | -3.7% |
| 7D | -3.4% | -1.8% | -1.5% | -2.4% |
| 30D | +0.6% | -1.9% | +2.5% | +1.6% |
| 3M | +2.5% | +5.2% | -2.6% | -0.2% |
| 6M | +10.8% | +15.6% | -4.8% | +3.1% |
| YTD | +30.5% | +12.4% | +18.1% | +23.0% |
| 1Y | +68.1% | +17.5% | +50.7% | +55.1% |
| 3Y | +94.0% | +98.1% | -4.0% | +35.6% |
| 5Y | +92.0% | +84.9% | +7.1% | +28.1% |
| All | +92.0% | +82.6% | +9.4% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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