+3.1%
SGOV vs RIOT
-21.9%
+25.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.6% | -9.6% | 0.0% |
| 7D | -0.2% | +6.4% | -6.6% | -0.3% |
| 30D | 0.0% | -20.4% | +20.4% | 0.0% |
| 3M | +0.3% | -28.7% | +29.0% | +0.3% |
| 6M | +1.2% | -17.7% | +19.0% | +1.2% |
| YTD | +2.5% | +21.3% | -18.8% | +2.4% |
| 1Y | +3.1% | -20.3% | +23.4% | +3.1% |
| All | +3.1% | -21.9% | +25.0% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIOT.
Daily Out/Under-Performance
Portfolio return minus RIOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIOT 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 1y: compounded portfolio wealth divided by compounded RIOT 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…
1y analysis · Full analysis span regression · 6 months rolling