+117.7%
RIOT vs SPG
+106.5%
+11.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +1.1% |
| 7D | +18.4% | -1.7% | +20.1% | +20.0% |
| 30D | +13.8% | -6.3% | +20.0% | +19.7% |
| 3M | -12.7% | -2.4% | -10.3% | -12.9% |
| 6M | +50.1% | +9.6% | +40.5% | +34.0% |
| YTD | +74.2% | +14.2% | +60.0% | +48.9% |
| 1Y | +45.1% | +19.3% | +25.8% | +17.3% |
| All | +117.7% | +106.5% | +11.2% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling