+559.3%
ROKU vs SFM
+289.3%
+270.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.4% | -10.6% | +10.2% | +1.0% |
| 30D | +2.1% | -15.5% | +17.5% | +4.2% |
| 3M | +29.5% | -17.4% | +46.9% | +32.4% |
| 6M | +53.8% | -3.4% | +57.2% | +53.0% |
| YTD | +42.8% | -8.7% | +51.5% | +42.9% |
| 1Y | +60.7% | -47.2% | +107.9% | +73.7% |
| 3Y | +83.9% | +82.7% | +1.2% | +63.1% |
| 5Y | -52.8% | +214.3% | -267.1% | -61.6% |
| All | +559.3% | +289.3% | +270.0% | +385.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling