-29.6%
RIOT vs STT
+158.4%
-188.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +18.4% | +1.0% | +17.5% | +17.3% |
| 30D | +13.8% | +2.8% | +11.0% | +10.0% |
| 3M | -12.7% | +18.1% | -30.9% | -28.0% |
| 6M | +50.1% | +59.2% | -9.1% | -11.9% |
| YTD | +74.2% | +51.5% | +22.7% | +7.6% |
| 1Y | +45.1% | +75.7% | -30.6% | -24.4% |
| 3Y | +101.6% | +200.8% | -99.2% | -40.0% |
| 5Y | -29.6% | +155.8% | -185.4% | -74.5% |
| All | -29.6% | +158.4% | -188.0% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling