-29.3%
RIOT vs SBAC
-45.4%
+16.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.8% | -2.2% | -3.9% |
| 7D | -0.9% | -5.3% | +4.4% | +1.3% |
| 30D | +3.5% | +0.4% | +3.1% | +3.3% |
| 3M | -13.0% | -11.9% | -1.1% | -9.2% |
| 6M | +43.1% | -4.5% | +47.6% | +41.7% |
| YTD | +65.4% | -4.3% | +69.7% | +62.7% |
| 1Y | +27.7% | -3.9% | +31.6% | +24.7% |
| 3Y | +91.3% | -11.0% | +102.3% | +78.0% |
| 5Y | -29.3% | -44.1% | +14.8% | +1.7% |
| All | -29.3% | -45.4% | +16.1% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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