+185.7%
STM vs ROKU
+875.4%
-689.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.7% |
| 7D | -1.1% | -2.6% | +1.6% | -0.6% |
| 30D | -7.8% | +2.1% | -9.9% | -8.2% |
| 3M | -28.2% | +31.8% | -60.0% | -32.1% |
| 6M | +52.0% | +53.3% | -1.3% | +39.6% |
| YTD | +96.4% | +42.1% | +54.3% | +82.3% |
| 1Y | +98.8% | +62.3% | +36.5% | +79.5% |
| 3Y | +18.3% | +84.6% | -66.4% | -0.5% |
| 5Y | +17.7% | -53.1% | +70.8% | +11.1% |
| All | +185.7% | +875.4% | -689.8% | +128.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling