-42.2%
SNAP vs ROKU
+86.5%
-128.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | +1.5% | -0.1% | +1.6% | +1.6% |
| 30D | +1.9% | +1.5% | +0.4% | +1.5% |
| 3M | -3.9% | +25.7% | -29.6% | -11.6% |
| 6M | +5.2% | +54.5% | -49.2% | -9.7% |
| YTD | -32.7% | +43.2% | -75.9% | -41.0% |
| 1Y | -24.8% | +56.3% | -81.1% | -36.1% |
| 3Y | -42.2% | +86.1% | -128.3% | -55.3% |
| All | -42.2% | +86.5% | -128.7% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling