-52.0%
ROKU vs SAN
+385.2%
-437.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | -0.8% |
| 7D | -0.4% | +0.2% | -0.6% | -0.6% |
| 30D | +2.1% | +0.9% | +1.1% | +1.4% |
| 3M | +29.5% | +19.1% | +10.4% | +15.9% |
| 6M | +53.8% | +33.2% | +20.6% | +28.4% |
| YTD | +42.8% | +29.1% | +13.7% | +20.0% |
| 1Y | +60.7% | +50.2% | +10.5% | +22.5% |
| 3Y | +83.9% | +351.0% | -267.1% | -31.7% |
| All | -52.0% | +385.2% | -437.2% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling