+693.2%
RIOT vs SNAP
-77.9%
+771.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.4% | -0.1% |
| 7D | +18.4% | -5.0% | +23.4% | +20.5% |
| 30D | +13.8% | -0.7% | +14.5% | +13.6% |
| 3M | -12.7% | -5.0% | -7.7% | -13.2% |
| 6M | +50.1% | +3.5% | +46.6% | +43.5% |
| YTD | +74.2% | -34.2% | +108.4% | +95.3% |
| 1Y | +45.1% | -27.1% | +72.2% | +55.1% |
| 3Y | +101.6% | -43.5% | +145.0% | +110.1% |
| 5Y | -29.6% | -92.9% | +63.3% | +23.5% |
| All | +693.2% | -77.9% | +771.1% | +682.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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