+471.6%
RIOT vs SAP
+175.6%
+296.0%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.5% | -3.5% | -3.8% |
| 7D | -0.9% | -5.1% | +4.2% | +3.4% |
| 30D | +3.5% | -1.8% | +5.3% | +4.9% |
| 3M | -13.0% | +20.9% | -33.9% | -30.1% |
| 6M | +43.1% | +7.0% | +36.1% | +25.5% |
| YTD | +65.4% | -13.7% | +79.1% | +71.7% |
| 1Y | +27.7% | -19.6% | +47.3% | +42.8% |
| 3Y | +91.3% | +52.4% | +38.9% | +7.7% |
| 5Y | -29.3% | +54.4% | -83.7% | -60.2% |
| All | +471.6% | +175.6% | +296.0% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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