+59.9%
ROKU vs SN
+39.6%
+20.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.0% | +4.8% | +1.6% |
| 7D | -2.6% | -7.2% | +4.6% | -1.3% |
| 30D | +2.1% | -13.4% | +15.5% | +4.8% |
| 3M | +31.8% | +26.8% | +5.0% | +24.1% |
| 6M | +53.3% | +44.6% | +8.7% | +37.3% |
| YTD | +42.1% | +45.3% | -3.2% | +27.6% |
| All | +59.9% | +39.6% | +20.3% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling