-13.6%
SOUN vs ROKU
+77.6%
-91.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.5% |
| 7D | -4.4% | -3.0% | -1.4% | -2.8% |
| 30D | -13.1% | +0.7% | -13.8% | -13.6% |
| 3M | -7.7% | +26.5% | -34.1% | -20.2% |
| 6M | -21.2% | +52.6% | -73.8% | -37.9% |
| YTD | -35.0% | +40.9% | -75.9% | -46.9% |
| 1Y | -56.4% | +57.6% | -114.0% | -66.7% |
| 3Y | +181.7% | +83.2% | +98.6% | +76.9% |
| All | -13.6% | +77.6% | -91.2% | -49.1% |
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 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