+37.2%
RIOT vs SGI
-21.0%
+58.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | -1.5% | -4.5% | +2.9% | +0.8% |
| 30D | +5.7% | +4.2% | +1.5% | +3.4% |
| 3M | -17.9% | -7.4% | -10.4% | -14.8% |
| 6M | +45.0% | -15.1% | +60.0% | +53.8% |
| YTD | +69.5% | -24.7% | +94.1% | +86.0% |
| 1Y | +37.2% | -21.8% | +58.9% | +65.8% |
| All | +37.2% | -21.0% | +58.2% | +65.8% |
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