+81.5%
ROKU vs STT
+195.2%
-113.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.0% | +1.0% | -4.0% | -3.9% |
| 30D | +0.7% | +2.8% | -2.1% | -1.8% |
| 3M | +26.5% | +18.1% | +8.3% | +8.2% |
| 6M | +52.6% | +59.2% | -6.6% | -1.1% |
| YTD | +40.9% | +51.5% | -10.5% | -5.0% |
| 1Y | +57.6% | +75.7% | -18.0% | -8.4% |
| All | +81.5% | +195.2% | -113.7% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling