-5.4%
RIOT vs SN
+671.3%
-676.7%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.6% | -3.0% |
| 7D | +4.8% | +1.5% | +3.3% | +4.1% |
| 30D | +16.0% | +21.5% | -5.5% | +6.0% |
| 3M | -8.8% | +20.0% | -28.8% | -16.6% |
| 6M | -29.7% | +119.9% | -149.6% | -52.6% |
| YTD | +38.3% | +102.3% | -64.0% | -2.8% |
| 1Y | +26.2% | +148.0% | -121.8% | -19.3% |
| 3Y | +79.0% | +450.0% | -371.0% | +8.9% |
| All | -5.4% | +671.3% | -676.7% | -40.9% |
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