+632.4%
RIOT vs STT
+198.7%
+433.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.2% |
| 7D | +20.8% | +5.1% | +15.7% | +15.6% |
| 30D | +7.0% | -0.2% | +7.2% | +8.1% |
| 3M | -12.3% | -8.1% | -4.1% | -4.7% |
| 6M | -27.3% | +16.6% | -43.9% | -35.7% |
| YTD | +40.7% | +37.8% | +2.9% | +7.6% |
| 1Y | +15.3% | +46.8% | -31.5% | -16.5% |
| 3Y | +72.1% | +181.2% | -109.1% | -24.6% |
| 5Y | -59.7% | +105.1% | -164.8% | -77.0% |
| All | +632.4% | +198.7% | +433.7% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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