-52.3%
ROKU vs SFM
+211.2%
-263.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.0% |
| 7D | -2.6% | -8.8% | +6.1% | -1.5% |
| 30D | +2.1% | -14.5% | +16.6% | +4.1% |
| 3M | +31.8% | -16.8% | +48.6% | +34.6% |
| 6M | +53.3% | -5.3% | +58.6% | +52.8% |
| YTD | +42.1% | -9.4% | +51.4% | +42.2% |
| 1Y | +62.3% | -46.2% | +108.5% | +76.5% |
| 3Y | +84.6% | +81.3% | +3.4% | +60.4% |
| All | -52.3% | +211.2% | -263.5% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling