+627.6%
RIOT vs SBAC
+111.2%
+516.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.2% |
| 7D | +4.8% | +0.6% | +4.2% | +4.6% |
| 30D | +16.0% | +5.5% | +10.6% | +13.6% |
| 3M | -8.8% | +3.1% | -11.9% | -10.2% |
| 6M | -29.7% | -7.0% | -22.7% | -29.2% |
| YTD | +38.3% | +0.5% | +37.8% | +33.6% |
| 1Y | +26.2% | +0.2% | +26.0% | +22.0% |
| 3Y | +79.0% | -7.4% | +86.3% | +70.0% |
| 5Y | -60.4% | -39.7% | -20.6% | -53.4% |
| 10Y | +638.6% | +112.5% | +526.0% | +826.6% |
| All | +627.6% | +111.2% | +516.4% | +913.9% |
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