+21.1%
STM vs ROKU
+86.5%
-65.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +5.2% | -0.1% | +5.3% | +5.2% |
| 30D | -7.4% | +1.5% | -8.8% | -7.7% |
| 3M | -30.6% | +25.7% | -56.3% | -34.9% |
| 6M | +66.4% | +54.5% | +11.9% | +47.3% |
| YTD | +101.1% | +43.2% | +58.0% | +80.8% |
| 1Y | +97.4% | +56.3% | +41.1% | +72.6% |
| 3Y | +21.1% | +86.1% | -65.0% | +1.4% |
| All | +21.1% | +86.5% | -65.4% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling