+82.9%
ROKU vs SAN
+342.3%
-259.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -2.8% | +0.1% | -1.1% |
| 30D | +2.1% | -0.5% | +2.7% | +2.4% |
| 3M | +31.8% | +22.7% | +9.1% | +16.9% |
| 6M | +53.3% | +28.8% | +24.5% | +31.9% |
| YTD | +42.1% | +26.3% | +15.8% | +22.1% |
| 1Y | +62.3% | +48.8% | +13.5% | +26.2% |
| All | +82.9% | +342.3% | -259.4% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling