+111.7%
RIOT vs SPYG
+98.4%
+13.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +0.7% |
| 7D | -1.5% | -0.9% | -0.6% | +0.5% |
| 30D | +5.7% | -1.5% | +7.2% | +9.7% |
| 3M | -17.9% | +3.7% | -21.6% | -23.7% |
| 6M | +45.0% | +16.4% | +28.5% | +8.2% |
| YTD | +69.5% | +13.3% | +56.1% | +36.3% |
| 1Y | +37.2% | +17.9% | +19.3% | +4.0% |
| 3Y | +111.7% | +98.3% | +13.4% | -35.9% |
| All | +111.7% | +98.4% | +13.4% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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