-20.3%
RIOT vs SGI
-10.7%
-9.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +6.8% | +2.8% | +6.5% |
| 7D | +6.4% | +12.1% | -5.7% | +0.6% |
| 30D | -20.4% | +12.1% | -32.5% | -25.0% |
| 3M | -28.7% | +0.4% | -29.1% | -29.0% |
| 6M | -17.7% | -4.0% | -13.7% | -16.9% |
| YTD | +21.3% | -21.2% | +42.6% | +30.3% |
| 1Y | -20.3% | -12.1% | -8.2% | -12.1% |
| All | -20.3% | -10.7% | -9.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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