+561.0%
ROKU vs SAN
+185.2%
+375.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.1% | +3.3% | -3.5% | -1.4% |
| 30D | +1.5% | +1.1% | +0.4% | +1.0% |
| 3M | +25.7% | +22.2% | +3.5% | +15.6% |
| 6M | +54.5% | +36.0% | +18.4% | +36.1% |
| YTD | +43.2% | +28.2% | +14.9% | +28.3% |
| 1Y | +56.3% | +54.1% | +2.2% | +30.0% |
| 3Y | +86.1% | +354.2% | -268.1% | +2.1% |
| 5Y | -53.6% | +387.3% | -440.9% | -75.7% |
| All | +561.0% | +185.2% | +375.8% | +321.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling