+805.4%
RIOT vs SIMO
+721.8%
+83.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.7% | -5.6% | -0.8% |
| 7D | +14.8% | +4.2% | +10.6% | +12.5% |
| 30D | +1.4% | +4.1% | -2.7% | -2.1% |
| 3M | -20.6% | -12.9% | -7.8% | -17.9% |
| 6M | +31.9% | +110.3% | -78.5% | -16.3% |
| YTD | +72.1% | +178.6% | -106.5% | -7.9% |
| 1Y | +65.7% | +220.0% | -154.3% | -17.1% |
| 3Y | +97.5% | +409.0% | -311.6% | -22.6% |
| 5Y | -36.7% | +277.3% | -314.0% | -73.0% |
| 10Y | +550.1% | +506.6% | +43.5% | +110.4% |
| All | +805.4% | +721.8% | +83.6% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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