-29.6%
RIOT vs SFM
+217.9%
-247.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.1% | +0.1% |
| 7D | +18.4% | -7.2% | +25.6% | +20.5% |
| 30D | +13.8% | -14.3% | +28.1% | +17.9% |
| 3M | -12.7% | -13.7% | +1.0% | -10.2% |
| 6M | +50.1% | -6.0% | +56.2% | +49.2% |
| YTD | +74.2% | -8.2% | +82.4% | +73.1% |
| 1Y | +45.1% | -46.2% | +91.3% | +67.6% |
| 3Y | +101.6% | +83.6% | +18.0% | +61.5% |
| 5Y | -29.6% | +212.7% | -242.3% | -40.4% |
| All | -29.6% | +217.9% | -247.5% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling