+82.9%
ROKU vs SIMO
+443.5%
-360.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +1.7% |
| 7D | -2.6% | +12.5% | -15.2% | -5.1% |
| 30D | +2.1% | +18.4% | -16.3% | -1.8% |
| 3M | +31.8% | +5.6% | +26.2% | +26.1% |
| 6M | +53.3% | +116.9% | -63.6% | +13.0% |
| YTD | +42.1% | +188.4% | -146.3% | -10.6% |
| 1Y | +62.3% | +221.3% | -158.9% | -5.1% |
| All | +82.9% | +443.5% | -360.5% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling