-53.1%
ROKU vs STT
+153.4%
-206.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | -2.6% | -1.4% | -1.3% | -1.6% |
| 30D | +2.1% | +2.2% | -0.1% | +0.2% |
| 3M | +31.8% | +18.8% | +13.0% | +13.3% |
| 6M | +53.3% | +57.9% | -4.6% | +3.6% |
| YTD | +42.1% | +51.0% | -8.9% | -0.7% |
| 1Y | +62.3% | +77.1% | -14.8% | -1.2% |
| 3Y | +84.6% | +199.8% | -115.2% | -27.2% |
| 5Y | -53.1% | +156.0% | -209.0% | -80.4% |
| All | -53.1% | +153.4% | -206.5% | -80.4% |
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