+61.4%
ROKU vs SN
+496.6%
-435.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | +1.5% | -5.6% | +7.1% | +3.3% |
| 3M | +25.7% | +48.1% | -22.4% | +7.0% |
| 6M | +54.5% | +57.6% | -3.2% | +27.6% |
| YTD | +43.2% | +56.5% | -13.3% | +17.8% |
| 1Y | +56.3% | +52.6% | +3.7% | +28.9% |
| 3Y | +86.1% | +412.0% | -325.9% | +17.4% |
| All | +61.4% | +496.6% | -435.3% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling