+117.7%
RIOT vs SM
-1.2%
+118.9%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | +18.4% | -0.2% | +18.7% | +18.4% |
| 30D | +13.8% | +20.3% | -6.5% | +8.3% |
| 3M | -12.7% | +22.9% | -35.7% | -18.8% |
| 6M | +50.1% | +47.8% | +2.3% | +24.4% |
| YTD | +74.2% | +107.5% | -33.3% | +21.7% |
| 1Y | +45.1% | +51.7% | -6.6% | +16.4% |
| All | +117.7% | -1.2% | +118.9% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling