+805.4%
RIOT vs SM
+134.7%
+670.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.6% | +3.7% |
| 7D | +14.8% | +0.1% | +14.7% | +14.6% |
| 30D | +1.4% | +26.3% | -24.9% | -4.2% |
| 3M | -20.6% | +8.7% | -29.3% | -23.3% |
| 6M | +31.9% | +51.7% | -19.8% | +14.8% |
| YTD | +72.1% | +99.0% | -27.0% | +39.6% |
| 1Y | +65.7% | +34.6% | +31.1% | +46.8% |
| 3Y | +97.5% | -7.8% | +105.2% | +89.0% |
| 5Y | -36.7% | +104.8% | -141.5% | -49.2% |
| 10Y | +550.1% | +7.2% | +542.9% | +356.5% |
| All | +805.4% | +134.7% | +670.7% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling