+816.6%
RIOT vs SPYG
+436.8%
+379.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.1% |
| 7D | +18.4% | +0.3% | +18.1% | +17.9% |
| 30D | +13.8% | -1.7% | +15.4% | +17.9% |
| 3M | -12.7% | +3.6% | -16.4% | -17.8% |
| 6M | +50.1% | +16.6% | +33.5% | +15.7% |
| YTD | +74.2% | +13.4% | +60.8% | +44.4% |
| 1Y | +45.1% | +19.6% | +25.5% | +10.7% |
| 3Y | +101.6% | +99.8% | +1.8% | -37.0% |
| 5Y | -29.6% | +85.0% | -114.6% | -69.5% |
| 10Y | +528.1% | +422.1% | +106.0% | +3.0% |
| All | +816.6% | +436.8% | +379.8% | +50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling