+27.7%
RIOT vs SPG
+19.7%
+8.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.1% | -5.1% | -5.1% |
| 7D | -0.9% | -2.2% | +1.3% | -1.0% |
| 30D | +3.5% | -5.8% | +9.3% | +3.0% |
| 3M | -13.0% | -2.8% | -10.2% | -15.2% |
| 6M | +43.1% | +8.9% | +34.2% | +34.4% |
| YTD | +65.4% | +14.3% | +51.1% | +60.2% |
| 1Y | +27.7% | +19.5% | +8.3% | +29.6% |
| All | +27.7% | +19.7% | +8.0% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling