-54.8%
ROKU vs SIMO
+312.7%
-367.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -2.1% |
| 7D | -3.0% | +14.5% | -17.6% | -6.8% |
| 30D | +0.7% | +20.4% | -19.7% | -5.2% |
| 3M | +26.5% | +7.1% | +19.3% | +18.6% |
| 6M | +52.6% | +129.2% | -76.6% | +2.3% |
| YTD | +40.9% | +201.9% | -161.0% | -19.2% |
| 1Y | +57.6% | +235.5% | -177.9% | -15.4% |
| 3Y | +83.2% | +463.8% | -380.7% | -27.2% |
| 5Y | -54.8% | +306.7% | -361.5% | -78.5% |
| All | -54.8% | +312.7% | -367.6% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling