+53.4%
ROKU vs SGI
-10.7%
+64.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -0.4% |
| 7D | +4.8% | +12.1% | -7.3% | +1.3% |
| 30D | +6.1% | +12.1% | -6.0% | +2.5% |
| 3M | +10.5% | +0.4% | +10.0% | +9.9% |
| 6M | +29.2% | -4.0% | +33.2% | +28.9% |
| YTD | +50.0% | -21.2% | +71.3% | +60.8% |
| 1Y | +53.4% | -12.1% | +65.5% | +59.3% |
| All | +53.4% | -10.7% | +64.1% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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