+111.7%
RIOT vs SCHG
+86.3%
+25.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.6% |
| 7D | -1.5% | -1.0% | -0.5% | +0.7% |
| 30D | +5.7% | -1.3% | +6.9% | +8.5% |
| 3M | -17.9% | +5.4% | -23.3% | -27.4% |
| 6M | +45.0% | +14.4% | +30.6% | +10.7% |
| YTD | +69.5% | +8.0% | +61.4% | +48.1% |
| 1Y | +37.2% | +12.7% | +24.5% | +12.5% |
| 3Y | +111.7% | +85.6% | +26.1% | -25.0% |
| All | +111.7% | +86.3% | +25.5% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling