-61.8%
SNAP vs ROKU
+875.4%
-937.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.7% |
| 7D | -3.2% | -2.6% | -0.5% | -2.2% |
| 30D | +0.2% | +2.1% | -1.9% | -0.5% |
| 3M | +2.6% | +31.8% | -29.2% | -7.8% |
| 6M | +12.4% | +53.3% | -40.9% | -4.1% |
| YTD | -31.6% | +42.1% | -73.7% | -40.2% |
| 1Y | -21.7% | +62.3% | -84.0% | -35.0% |
| 3Y | -41.2% | +84.6% | -125.9% | -57.6% |
| 5Y | -92.6% | -53.1% | -39.5% | -92.4% |
| All | -61.8% | +875.4% | -937.2% | -72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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