+583.1%
ROKU vs SIMO
+322.0%
+261.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -1.2% |
| 7D | +3.5% | -21.7% | +25.2% | +10.6% |
| 30D | +5.1% | -42.9% | +48.0% | +22.4% |
| 3M | +7.0% | -38.9% | +45.9% | +18.8% |
| 6M | +25.4% | -33.1% | +58.5% | +27.3% |
| YTD | +48.0% | +77.5% | -29.6% | -8.4% |
| 1Y | +53.1% | +73.6% | -20.4% | -4.5% |
| 3Y | +92.7% | +216.7% | -124.0% | -14.2% |
| 5Y | -42.4% | +156.4% | -198.8% | -73.2% |
| All | +583.1% | +322.0% | +261.0% | +127.0% |
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