+194.1%
STM vs ROKU
+884.7%
-690.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +5.8% | -1.3% | +7.1% | +6.0% |
| 30D | -1.0% | +5.9% | -6.9% | -2.1% |
| 3M | -33.3% | +23.9% | -57.1% | -36.1% |
| 6M | +57.4% | +59.6% | -2.2% | +43.4% |
| YTD | +102.2% | +43.4% | +58.8% | +87.4% |
| 1Y | +99.6% | +60.2% | +39.4% | +80.6% |
| 3Y | +14.5% | +90.4% | -75.9% | -4.2% |
| 5Y | +21.4% | -54.5% | +75.9% | +15.1% |
| All | +194.1% | +884.7% | -690.6% | +134.7% |
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