-41.6%
ROKU vs STT
+94.8%
-136.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +3.5% | -2.5% | +6.0% | +5.5% |
| 30D | +5.1% | -5.0% | +10.1% | +9.1% |
| 3M | +7.0% | -10.0% | +17.0% | +15.6% |
| 6M | +25.4% | +10.6% | +14.8% | +13.2% |
| YTD | +48.0% | +31.4% | +16.6% | +14.7% |
| 1Y | +53.1% | +44.5% | +8.6% | +9.3% |
| 3Y | +92.7% | +169.5% | -76.8% | -18.8% |
| All | -41.6% | +94.8% | -136.4% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling