-62.1%
SNAP vs ROKU
+884.7%
-946.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | +0.7% | -1.3% | +2.1% | +1.3% |
| 30D | +2.6% | +5.9% | -3.2% | +0.6% |
| 3M | -9.9% | +23.9% | -33.8% | -17.2% |
| 6M | +1.9% | +59.6% | -57.7% | -14.4% |
| YTD | -32.2% | +43.4% | -75.6% | -40.9% |
| 1Y | -22.8% | +60.2% | -83.0% | -35.7% |
| 3Y | -47.6% | +90.4% | -138.0% | -62.7% |
| 5Y | -92.7% | -54.5% | -38.2% | -92.5% |
| All | -62.1% | +884.7% | -946.9% | -72.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling