+20.2%
RIOT vs SN
+496.6%
-476.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.6% |
| 7D | +25.1% | +0.1% | +25.0% | +25.0% |
| 30D | +8.5% | -5.6% | +14.1% | +11.3% |
| 3M | -13.4% | +48.1% | -61.4% | -29.4% |
| 6M | +57.1% | +57.6% | -0.5% | +24.2% |
| YTD | +75.7% | +56.5% | +19.2% | +39.6% |
| 1Y | +65.6% | +52.6% | +13.1% | +32.3% |
| 3Y | +103.3% | +412.0% | -308.7% | +47.9% |
| All | +20.2% | +496.6% | -476.5% | -15.0% |
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 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