+60.2%
ROKU vs SIMO
+226.2%
-166.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.1% |
| 7D | -1.3% | +4.2% | -5.6% | -1.5% |
| 30D | +5.9% | +4.1% | +1.8% | +5.5% |
| 3M | +23.9% | -12.9% | +36.8% | +23.9% |
| 6M | +59.6% | +110.3% | -50.8% | +47.0% |
| YTD | +43.4% | +178.6% | -135.2% | +25.1% |
| 1Y | +60.2% | +220.0% | -159.8% | +34.3% |
| All | +60.2% | +226.2% | -166.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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