+619.6%
RIOT vs SM
+18.0%
+601.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +4.8% | +9.4% | -4.5% | +2.7% |
| 30D | +16.0% | -14.4% | +30.4% | +18.8% |
| 3M | -8.8% | +1.6% | -10.3% | -10.9% |
| 6M | -29.7% | +6.3% | -36.0% | -33.3% |
| YTD | +38.3% | +78.8% | -40.5% | +12.6% |
| 1Y | +26.2% | +83.1% | -56.9% | +2.1% |
| 3Y | +79.0% | -5.9% | +84.9% | +67.6% |
| 5Y | -60.4% | +4.8% | -65.2% | -64.3% |
| All | +619.6% | +18.0% | +601.6% | +396.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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