+60.2%
ROKU vs SCHG
+16.6%
+43.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -0.7% |
| 7D | -1.3% | -0.7% | -0.6% | -0.5% |
| 30D | +5.9% | +0.2% | +5.6% | +5.5% |
| 3M | +23.9% | +2.2% | +21.7% | +20.5% |
| 6M | +59.6% | +15.0% | +44.5% | +30.7% |
| YTD | +43.4% | +9.2% | +34.2% | +25.4% |
| 1Y | +60.2% | +15.7% | +44.4% | +33.6% |
| All | +60.2% | +16.6% | +43.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling