+17.7%
RIOT vs SN
+490.7%
-473.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.2% | +3.6% |
| 7D | +14.8% | -9.3% | +24.1% | +20.1% |
| 30D | +1.4% | -4.8% | +6.2% | +3.5% |
| 3M | -20.6% | +40.4% | -61.1% | -33.6% |
| 6M | +31.9% | +50.9% | -19.1% | +6.5% |
| YTD | +72.1% | +54.9% | +17.1% | +37.3% |
| 1Y | +65.7% | +43.0% | +22.6% | +36.2% |
| 3Y | +97.5% | +391.8% | -294.4% | +43.5% |
| All | +17.7% | +490.7% | -473.0% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling