+791.7%
RIOT vs SCHG
+476.3%
+315.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +0.8% |
| 7D | -1.5% | -1.0% | -0.5% | +0.5% |
| 30D | +5.7% | -1.3% | +6.9% | +8.3% |
| 3M | -17.9% | +5.4% | -23.3% | -26.3% |
| 6M | +45.0% | +14.4% | +30.6% | +14.2% |
| YTD | +69.5% | +8.0% | +61.4% | +51.5% |
| 1Y | +37.2% | +12.7% | +24.5% | +15.5% |
| 3Y | +111.7% | +85.6% | +26.1% | -23.9% |
| 5Y | -27.5% | +85.5% | -113.0% | -68.5% |
| 10Y | +511.1% | +456.0% | +55.0% | -14.4% |
| All | +791.7% | +476.3% | +315.4% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling