+20.2%
SGOV vs RIOT
-26.7%
+46.9%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | 0.0% | -1.5% | +1.6% | 0.0% |
| 30D | +0.3% | +5.7% | -5.4% | +0.3% |
| 3M | +0.9% | -17.9% | +18.8% | +0.9% |
| 6M | +1.8% | +45.0% | -43.1% | +1.8% |
| YTD | +2.5% | +69.5% | -66.9% | +2.5% |
| 1Y | +3.8% | +37.2% | -33.4% | +3.8% |
| 3Y | +14.4% | +111.7% | -97.4% | +14.4% |
| All | +20.2% | -26.7% | +46.9% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling