-29.6%
RIOT vs SPG
+104.0%
-133.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.6% | +1.8% |
| 7D | +18.4% | -1.7% | +20.1% | +20.6% |
| 30D | +13.8% | -6.3% | +20.0% | +21.8% |
| 3M | -12.7% | -2.4% | -10.3% | -12.5% |
| 6M | +50.1% | +9.6% | +40.5% | +31.0% |
| YTD | +74.2% | +14.2% | +60.0% | +43.8% |
| 1Y | +45.1% | +19.3% | +25.8% | +11.9% |
| 3Y | +101.6% | +106.7% | -5.2% | -23.4% |
| 5Y | -29.6% | +104.2% | -133.8% | -73.7% |
| All | -29.6% | +104.0% | -133.6% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling