+824.5%
RIOT vs SPG
+73.4%
+751.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.5% |
| 7D | +25.1% | 0.0% | +25.1% | +25.1% |
| 30D | +8.5% | -4.9% | +13.4% | +11.3% |
| 3M | -13.4% | +3.3% | -16.7% | -15.6% |
| 6M | +57.1% | +11.2% | +45.9% | +47.5% |
| YTD | +75.7% | +17.1% | +58.6% | +60.3% |
| 1Y | +65.6% | +21.6% | +44.0% | +47.3% |
| 3Y | +103.3% | +111.9% | -8.6% | +40.6% |
| 5Y | -26.7% | +106.9% | -133.7% | -46.9% |
| 10Y | +527.2% | +62.2% | +465.0% | +260.3% |
| All | +824.5% | +73.4% | +751.1% | +482.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling