+485.8%
RIOT vs SPYM
+325.3%
+160.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +0.6% |
| 7D | -1.5% | -0.8% | -0.7% | +0.2% |
| 30D | +5.7% | -1.1% | +6.7% | +8.4% |
| 3M | -17.9% | +3.9% | -21.7% | -23.9% |
| 6M | +45.0% | +13.6% | +31.3% | +14.1% |
| YTD | +69.5% | +12.7% | +56.7% | +38.0% |
| 1Y | +37.2% | +17.6% | +19.6% | +4.3% |
| 3Y | +111.7% | +77.2% | +34.5% | -22.0% |
| 5Y | -27.5% | +84.1% | -111.6% | -70.3% |
| All | +485.8% | +325.3% | +160.5% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling