+485.8%
RIOT vs SAN
+357.1%
+128.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | +1.0% |
| 7D | -1.5% | +0.2% | -1.7% | -1.6% |
| 30D | +5.7% | +0.9% | +4.7% | +5.0% |
| 3M | -17.9% | +19.1% | -37.0% | -26.3% |
| 6M | +45.0% | +33.2% | +11.8% | +22.5% |
| YTD | +69.5% | +29.1% | +40.3% | +46.1% |
| 1Y | +37.2% | +50.2% | -13.1% | +6.9% |
| 3Y | +111.7% | +351.0% | -239.3% | -17.8% |
| 5Y | -27.5% | +394.7% | -422.2% | -74.2% |
| All | +485.8% | +357.1% | +128.7% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling