+824.5%
RIOT vs SPYM
+344.1%
+480.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +3.3% |
| 7D | +25.1% | +0.6% | +24.5% | +23.8% |
| 30D | +8.5% | -0.9% | +9.4% | +10.7% |
| 3M | -13.4% | +3.9% | -17.3% | -19.6% |
| 6M | +57.1% | +14.5% | +42.6% | +22.0% |
| YTD | +75.7% | +13.0% | +62.7% | +42.7% |
| 1Y | +65.6% | +19.4% | +46.2% | +22.3% |
| 3Y | +103.3% | +78.9% | +24.4% | -25.4% |
| 5Y | -26.7% | +82.3% | -109.1% | -69.0% |
| 10Y | +527.2% | +314.7% | +212.4% | +13.2% |
| All | +824.5% | +344.1% | +480.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling