+555.8%
ROKU vs SIMO
+585.6%
-29.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.3% |
| 7D | -2.6% | +12.5% | -15.2% | -6.8% |
| 30D | +2.1% | +18.4% | -16.3% | -4.6% |
| 3M | +31.8% | +5.6% | +26.2% | +22.3% |
| 6M | +53.3% | +116.9% | -63.6% | -0.7% |
| YTD | +42.1% | +188.4% | -146.3% | -21.7% |
| 1Y | +62.3% | +221.3% | -158.9% | -16.2% |
| 3Y | +84.6% | +438.6% | -353.9% | -28.1% |
| 5Y | -53.1% | +287.9% | -341.0% | -79.9% |
| All | +555.8% | +585.6% | -29.8% | +94.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling