-16.5%
SOUN vs ROKU
+79.9%
-96.5%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | -7.1% | -0.4% | -6.7% | -6.9% |
| 30D | -15.4% | +2.1% | -17.5% | -16.5% |
| 3M | -10.6% | +29.5% | -40.1% | -23.7% |
| 6M | -19.6% | +53.8% | -73.4% | -37.0% |
| YTD | -37.2% | +42.8% | -80.0% | -49.1% |
| 1Y | -57.1% | +60.7% | -117.8% | -67.6% |
| 3Y | +178.2% | +83.9% | +94.3% | +74.3% |
| All | -16.5% | +79.9% | -96.5% | -51.2% |
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