-3.7%
RIOT vs SN
+650.0%
-653.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.1% |
| 7D | +20.8% | +1.4% | +19.4% | +20.2% |
| 30D | +7.0% | +16.6% | -9.6% | -0.3% |
| 3M | -12.3% | +18.3% | -30.5% | -19.2% |
| 6M | -27.3% | +103.1% | -130.3% | -49.1% |
| YTD | +40.7% | +96.7% | -56.0% | +0.2% |
| 1Y | +15.3% | +134.3% | -119.0% | -24.2% |
| 3Y | +72.1% | +425.2% | -353.1% | +5.8% |
| All | -3.7% | +650.0% | -653.7% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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