+53.4%
ROKU vs SIMO
+94.5%
-41.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.6% | +11.1% | +1.7% |
| 7D | +4.8% | -16.9% | +21.7% | +5.1% |
| 30D | +6.1% | -35.4% | +41.5% | +6.9% |
| 3M | +10.5% | -31.9% | +42.4% | +11.0% |
| 6M | +29.2% | -19.3% | +48.5% | +28.2% |
| YTD | +50.0% | +98.5% | -48.4% | +41.7% |
| 1Y | +53.4% | +100.5% | -47.1% | +43.9% |
| All | +53.4% | +94.5% | -41.1% | +43.9% |
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