+550.6%
ROKU vs SGI
+359.8%
+190.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | +0.7% | +5.5% | -4.8% | -1.9% |
| 3M | +26.5% | -3.6% | +30.1% | +27.1% |
| 6M | +52.6% | -15.0% | +67.7% | +60.8% |
| YTD | +40.9% | -23.0% | +64.0% | +54.7% |
| 1Y | +57.6% | -18.4% | +76.1% | +67.4% |
| 3Y | +83.2% | +57.8% | +25.4% | +43.3% |
| 5Y | -54.8% | +51.5% | -106.3% | -65.7% |
| All | +550.6% | +359.8% | +190.8% | +193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling