+824.5%
RIOT vs SFM
+160.4%
+664.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +3.5% |
| 7D | +25.1% | -5.8% | +30.9% | +26.7% |
| 30D | +8.5% | -11.4% | +19.8% | +11.1% |
| 3M | -13.4% | -12.2% | -1.2% | -11.4% |
| 6M | +57.1% | -5.2% | +62.3% | +56.3% |
| YTD | +75.7% | -4.5% | +80.2% | +73.7% |
| 1Y | +65.6% | -45.4% | +111.0% | +85.0% |
| 3Y | +103.3% | +91.1% | +12.2% | +71.2% |
| 5Y | -26.7% | +226.8% | -253.5% | -45.2% |
| 10Y | +527.2% | +291.9% | +235.3% | +321.9% |
| All | +824.5% | +160.4% | +664.1% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling