+1,376.8%
STX vs ROKU
+80.8%
+1,296.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.5% | -1.7% |
| 7D | +9.6% | -3.0% | +12.6% | +10.2% |
| 30D | +10.6% | +0.7% | +9.9% | +10.5% |
| 3M | +4.8% | +26.5% | -21.7% | -0.6% |
| 6M | +137.3% | +52.6% | +84.6% | +116.7% |
| YTD | +222.5% | +40.9% | +181.6% | +198.2% |
| 1Y | +366.2% | +57.6% | +308.6% | +321.9% |
| All | +1,376.8% | +80.8% | +1,296.1% | +1,164.7% |
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 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