+550.6%
ROKU vs SBAC
+45.0%
+505.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.1% |
| 7D | -3.0% | +0.2% | -3.2% | -3.1% |
| 30D | +0.7% | +3.9% | -3.2% | -1.0% |
| 3M | +26.5% | -8.2% | +34.6% | +30.6% |
| 6M | +52.6% | -2.8% | +55.4% | +51.4% |
| YTD | +40.9% | -1.5% | +42.5% | +38.4% |
| 1Y | +57.6% | 0.0% | +57.6% | +53.3% |
| 3Y | +83.2% | -8.4% | +91.6% | +77.0% |
| 5Y | -54.8% | -43.5% | -11.3% | -43.6% |
| All | +550.6% | +45.0% | +505.6% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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