-59.7%
RIOT vs SPG
+83.3%
-142.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | +20.8% | +3.1% | +17.7% | +17.1% |
| 30D | +7.0% | +16.4% | -9.5% | -9.7% |
| 3M | -12.3% | +7.1% | -19.3% | -19.0% |
| 6M | -27.3% | +16.1% | -43.3% | -40.4% |
| YTD | +40.7% | +30.4% | +10.3% | +0.1% |
| 1Y | +15.3% | +33.0% | -17.7% | -20.0% |
| 3Y | +72.1% | +134.6% | -62.5% | -43.8% |
| 5Y | -59.7% | +84.9% | -144.6% | -84.4% |
| All | -59.7% | +83.3% | -142.9% | -84.4% |
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 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