+83.9%
ROKU vs SGI
+51.7%
+32.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -0.4% | -4.5% | +4.0% | +1.5% |
| 30D | +2.1% | +4.2% | -2.1% | 0.0% |
| 3M | +29.5% | -7.4% | +36.9% | +32.4% |
| 6M | +53.8% | -15.1% | +68.8% | +62.0% |
| YTD | +42.8% | -24.7% | +67.5% | +58.7% |
| 1Y | +60.7% | -21.8% | +82.5% | +74.7% |
| 3Y | +83.9% | +50.0% | +33.8% | +66.6% |
| All | +83.9% | +51.7% | +32.2% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling