+619.6%
RIOT vs SPG
+113.9%
+505.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.6% |
| 7D | +4.8% | +2.0% | +2.9% | +3.9% |
| 30D | +16.0% | +17.2% | -1.2% | +6.7% |
| 3M | -8.8% | +6.3% | -15.1% | -11.8% |
| 6M | -29.7% | +18.7% | -48.4% | -36.4% |
| YTD | +38.3% | +30.1% | +8.2% | +19.2% |
| 1Y | +26.2% | +32.8% | -6.5% | +7.6% |
| 3Y | +79.0% | +133.6% | -54.6% | +16.8% |
| 5Y | -60.4% | +84.4% | -144.7% | -71.0% |
| All | +619.6% | +113.9% | +505.7% | +251.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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