-29.6%
RIOT vs SM
+119.2%
-148.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.1% |
| 7D | +18.4% | -0.2% | +18.7% | +18.4% |
| 30D | +13.8% | +20.3% | -6.5% | +6.2% |
| 3M | -12.7% | +22.9% | -35.7% | -21.4% |
| 6M | +50.1% | +47.8% | +2.3% | +19.4% |
| YTD | +74.2% | +107.5% | -33.3% | +16.9% |
| 1Y | +45.1% | +51.7% | -6.6% | +11.2% |
| 3Y | +101.6% | -0.9% | +102.4% | +79.8% |
| 5Y | -29.6% | +112.2% | -141.8% | -57.6% |
| All | -29.6% | +119.2% | -148.8% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling