+190.2%
STM vs ROKU
+867.7%
-677.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.5% |
| 7D | +1.7% | -3.0% | +4.7% | +2.2% |
| 30D | -5.2% | +0.7% | -5.8% | -5.3% |
| 3M | -29.6% | +26.5% | -56.1% | -32.9% |
| 6M | +54.4% | +52.6% | +1.7% | +41.9% |
| YTD | +99.5% | +40.9% | +58.6% | +85.5% |
| 1Y | +100.8% | +57.6% | +43.1% | +82.3% |
| 3Y | +20.2% | +83.2% | -63.0% | +1.2% |
| 5Y | +21.1% | -54.8% | +76.0% | +15.0% |
| All | +190.2% | +867.7% | -677.5% | +132.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling