-1.3%
RIOT vs SN
+673.1%
-674.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +18.9% | +3.5% | +15.4% | +17.3% |
| 30D | +11.0% | +19.4% | -8.5% | +2.3% |
| 3M | -9.7% | +20.9% | -30.6% | -17.7% |
| 6M | -27.9% | +111.1% | -139.0% | -50.5% |
| YTD | +44.3% | +102.8% | -58.5% | +1.3% |
| 1Y | +13.3% | +146.2% | -132.9% | -27.2% |
| 3Y | +76.4% | +441.4% | -365.0% | +7.0% |
| All | -1.3% | +673.1% | -674.4% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling