+659.2%
RIOT vs STT
+301.6%
+357.6%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | -0.2% |
| 7D | +18.9% | +0.4% | +18.5% | +18.6% |
| 30D | +11.0% | -0.4% | +11.4% | +12.3% |
| 3M | -9.7% | -6.5% | -3.2% | -3.7% |
| 6M | -27.9% | +17.2% | -45.0% | -36.2% |
| YTD | +44.3% | +38.2% | +6.1% | +11.2% |
| 1Y | +13.3% | +49.3% | -36.0% | -18.2% |
| 3Y | +76.4% | +181.9% | -105.5% | -20.4% |
| 5Y | -53.8% | +106.9% | -160.7% | -73.2% |
| 10Y | +670.6% | +203.1% | +467.5% | +258.1% |
| All | +659.2% | +301.6% | +357.6% | +242.7% |
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