+627.6%
RIOT vs SFM
+78.1%
+549.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.0% |
| 7D | +4.8% | +6.0% | -1.2% | +3.6% |
| 30D | +16.0% | -19.5% | +35.5% | +19.9% |
| 3M | -8.8% | -37.0% | +28.2% | -1.1% |
| 6M | -29.7% | -41.0% | +11.3% | -23.1% |
| YTD | +38.3% | -34.6% | +72.9% | +46.0% |
| 1Y | +26.2% | -36.3% | +62.5% | +33.9% |
| 3Y | +79.0% | +24.5% | +54.4% | +62.5% |
| 5Y | -60.4% | +115.9% | -176.2% | -68.1% |
| 10Y | +638.6% | +139.5% | +499.1% | +437.2% |
| All | +627.6% | +78.1% | +549.5% | +388.1% |
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