+561.0%
ROKU vs SFM
+307.2%
+253.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | +0.7% |
| 7D | -0.1% | -5.8% | +5.7% | +0.6% |
| 30D | +1.5% | -11.4% | +12.8% | +3.0% |
| 3M | +25.7% | -12.2% | +37.9% | +27.4% |
| 6M | +54.5% | -5.2% | +59.6% | +54.2% |
| YTD | +43.2% | -4.5% | +47.7% | +42.4% |
| 1Y | +56.3% | -45.4% | +101.7% | +68.2% |
| 3Y | +86.1% | +91.1% | -5.0% | +64.1% |
| 5Y | -53.6% | +226.8% | -280.4% | -62.4% |
| All | +561.0% | +307.2% | +253.8% | +383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling