+3.3%
SNOW vs ROKU
-52.4%
+55.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | -2.4% | -0.4% | -2.0% | -2.3% |
| 30D | -1.0% | +2.1% | -3.1% | -1.8% |
| 3M | +36.9% | +29.5% | +7.4% | +22.0% |
| 6M | +83.4% | +53.8% | +29.6% | +51.0% |
| YTD | +50.0% | +42.8% | +7.2% | +27.1% |
| 1Y | +46.5% | +60.7% | -14.2% | +17.5% |
| 3Y | +93.3% | +83.9% | +9.4% | +29.9% |
| All | +3.3% | -52.4% | +55.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling