+471.6%
RIOT vs SLV
+220.9%
+250.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.3% | +0.2% | -1.7% |
| 7D | -0.9% | -5.0% | +4.1% | +2.3% |
| 30D | +3.5% | -1.8% | +5.3% | +5.3% |
| 3M | -13.0% | -0.3% | -12.7% | -12.7% |
| 6M | +43.1% | -28.2% | +71.3% | +75.4% |
| YTD | +65.4% | -10.7% | +76.1% | +63.9% |
| 1Y | +27.7% | +53.7% | -26.0% | -16.3% |
| 3Y | +91.3% | +173.7% | -82.4% | -23.5% |
| 5Y | -29.3% | +161.5% | -190.8% | -71.0% |
| All | +471.6% | +220.9% | +250.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLV.
Daily Out/Under-Performance
Portfolio return minus SLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLV 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 SLV 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