+32.8%
SNOW vs RIOT
+621.9%
-589.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.1% | -8.5% | -6.0% |
| 7D | +2.8% | +14.8% | -12.0% | +0.1% |
| 30D | +6.4% | +1.4% | +5.0% | +5.6% |
| 3M | +38.1% | -20.6% | +58.7% | +41.3% |
| 6M | +100.4% | +31.9% | +68.5% | +82.4% |
| YTD | +53.7% | +72.1% | -18.3% | +31.3% |
| 1Y | +52.0% | +65.7% | -13.7% | +28.3% |
| 3Y | +114.7% | +97.5% | +17.2% | +54.2% |
| 5Y | +8.8% | -36.7% | +45.5% | -20.5% |
| All | +32.8% | +621.9% | -589.1% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling