+816.6%
RIOT vs SPXS
-99.6%
+916.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | +0.2% |
| 7D | +18.4% | +1.2% | +17.2% | +19.8% |
| 30D | +13.8% | +5.2% | +8.6% | +18.4% |
| 3M | -12.7% | -9.2% | -3.6% | -16.4% |
| 6M | +50.1% | -29.6% | +79.7% | +26.1% |
| YTD | +74.2% | -27.6% | +101.8% | +53.4% |
| 1Y | +45.1% | -36.7% | +81.8% | +20.7% |
| 3Y | +101.6% | -79.8% | +181.4% | +6.8% |
| 5Y | -29.6% | -85.9% | +56.3% | -52.0% |
| 10Y | +528.1% | -99.5% | +627.7% | +84.2% |
| All | +816.6% | -99.6% | +916.2% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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