+816.6%
RIOT vs SBAC
+106.9%
+709.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.5% |
| 7D | +18.4% | +0.2% | +18.3% | +18.5% |
| 30D | +13.8% | +3.9% | +9.9% | +12.2% |
| 3M | -12.7% | -8.2% | -4.6% | -11.1% |
| 6M | +50.1% | -2.8% | +52.9% | +48.0% |
| YTD | +74.2% | -1.5% | +75.7% | +70.2% |
| 1Y | +45.1% | 0.0% | +45.1% | +40.4% |
| 3Y | +101.6% | -8.4% | +109.9% | +92.8% |
| 5Y | -29.6% | -43.5% | +13.9% | -15.2% |
| 10Y | +528.1% | +86.9% | +441.2% | +744.1% |
| All | +816.6% | +106.9% | +709.7% | +1,191.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling