+2,774.8%
RIO vs SPYG
+561.6%
+2,213.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.0% |
| 7D | +1.9% | +1.2% | +0.7% | +0.8% |
| 30D | +5.0% | -1.6% | +6.5% | +6.4% |
| 3M | +5.1% | +3.4% | +1.8% | +1.6% |
| 6M | +17.6% | +18.9% | -1.3% | -0.4% |
| YTD | +36.3% | +13.8% | +22.5% | +20.2% |
| 1Y | +71.2% | +20.6% | +50.6% | +42.4% |
| 3Y | +102.7% | +100.5% | +2.2% | -1.7% |
| 5Y | +99.6% | +84.6% | +15.0% | -0.3% |
| 10Y | +603.1% | +410.8% | +192.3% | +13.7% |
| All | +2,774.8% | +561.6% | +2,213.1% | +130.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling