+805.4%
RIOT vs SGI
+391.8%
+413.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.9% |
| 7D | +14.8% | +8.5% | +6.3% | +10.1% |
| 30D | +1.4% | +0.7% | +0.7% | +0.6% |
| 3M | -20.6% | +0.6% | -21.2% | -21.5% |
| 6M | +31.9% | -17.9% | +49.8% | +45.9% |
| YTD | +72.1% | -21.2% | +93.2% | +93.3% |
| 1Y | +65.7% | -18.9% | +84.5% | +80.6% |
| 3Y | +97.5% | +52.6% | +44.8% | +55.6% |
| 5Y | -36.7% | +60.7% | -97.4% | -51.8% |
| 10Y | +550.1% | +278.1% | +272.0% | +218.5% |
| All | +805.4% | +391.8% | +413.6% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling