+555.8%
ROKU vs STT
+161.3%
+394.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -1.4% | -1.3% | -2.0% |
| 30D | +2.1% | +2.2% | -0.1% | +1.0% |
| 3M | +31.8% | +18.8% | +13.0% | +20.4% |
| 6M | +53.3% | +57.9% | -4.6% | +21.2% |
| YTD | +42.1% | +51.0% | -8.9% | +14.8% |
| 1Y | +62.3% | +77.1% | -14.8% | +21.1% |
| 3Y | +84.6% | +199.8% | -115.2% | +9.1% |
| 5Y | -53.1% | +156.0% | -209.0% | -70.8% |
| All | +555.8% | +161.3% | +394.5% | +372.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling