+619.6%
RIOT vs SAP
+237.3%
+382.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +4.8% | +0.6% | +4.2% | +4.3% |
| 30D | +16.0% | +6.5% | +9.5% | +9.2% |
| 3M | -8.8% | +12.2% | -21.0% | -18.2% |
| 6M | -29.7% | +46.1% | -75.8% | -53.4% |
| YTD | +38.3% | -1.6% | +39.9% | +27.1% |
| 1Y | +26.2% | -5.1% | +31.3% | +20.3% |
| 3Y | +79.0% | +68.4% | +10.6% | -8.2% |
| 5Y | -60.4% | +79.4% | -139.8% | -80.7% |
| All | +619.6% | +237.3% | +382.4% | +443.3% |
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