+65.7%
RIOT vs SFM
-41.4%
+107.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.9% | +0.3% | +3.0% |
| 7D | +14.8% | -0.1% | +14.9% | +14.8% |
| 30D | +1.4% | -4.4% | +5.8% | +1.6% |
| 3M | -20.6% | +1.5% | -22.2% | -20.7% |
| 6M | +31.9% | +6.5% | +25.4% | +30.0% |
| YTD | +72.1% | +2.2% | +69.9% | +69.2% |
| 1Y | +65.7% | -41.9% | +107.5% | +35.4% |
| All | +65.7% | -41.4% | +107.1% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling