+805.4%
RIOT vs STT
+345.6%
+459.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.0% |
| 7D | +14.8% | +0.5% | +14.3% | +14.6% |
| 30D | +1.4% | +3.9% | -2.5% | -2.0% |
| 3M | -20.6% | +20.0% | -40.6% | -31.8% |
| 6M | +31.9% | +55.3% | -23.4% | -8.3% |
| YTD | +72.1% | +53.3% | +18.7% | +20.4% |
| 1Y | +65.7% | +74.7% | -9.0% | +4.2% |
| 3Y | +97.5% | +205.8% | -108.4% | -17.7% |
| 5Y | -36.7% | +145.0% | -181.7% | -67.9% |
| 10Y | +550.1% | +266.0% | +284.1% | +168.2% |
| All | +805.4% | +345.6% | +459.8% | +270.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling