+1,401.4%
RIOT vs SITM
+4,789.7%
-3,388.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.1% | -0.2% |
| 7D | -1.5% | +3.9% | -5.4% | -3.4% |
| 30D | +5.7% | -6.6% | +12.3% | +8.3% |
| 3M | -17.9% | -11.9% | -6.0% | -16.0% |
| 6M | +45.0% | +81.1% | -36.2% | +1.5% |
| YTD | +69.5% | +80.0% | -10.5% | +14.1% |
| 1Y | +37.2% | +145.8% | -108.6% | -24.9% |
| 3Y | +111.7% | +475.9% | -364.1% | -35.7% |
| 5Y | -27.5% | +189.2% | -216.7% | -72.0% |
| All | +1,401.4% | +4,789.7% | -3,388.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling