+1,092.8%
STX vs ROKU
-54.7%
+1,147.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | +8.0% | -2.6% | +10.6% | +8.5% |
| 30D | +5.1% | +2.1% | +3.0% | +4.7% |
| 3M | +5.8% | +31.8% | -26.0% | -0.1% |
| 6M | +124.9% | +53.3% | +71.7% | +106.6% |
| YTD | +213.9% | +42.1% | +171.8% | +191.3% |
| 1Y | +350.4% | +62.3% | +288.1% | +307.6% |
| 3Y | +1,314.2% | +84.6% | +1,229.6% | +1,087.5% |
| 5Y | +1,092.8% | -53.1% | +1,145.9% | +874.4% |
| All | +1,092.8% | -54.7% | +1,147.5% | +874.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling