+562.1%
ROKU vs SIMO
+562.3%
-0.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -4.6% |
| 7D | -1.3% | +4.2% | -5.6% | -2.9% |
| 30D | +5.9% | +4.1% | +1.8% | +3.0% |
| 3M | +23.9% | -12.9% | +36.8% | +23.2% |
| 6M | +59.6% | +110.3% | -50.8% | +4.5% |
| YTD | +43.4% | +178.6% | -135.2% | -19.9% |
| 1Y | +60.2% | +220.0% | -159.8% | -17.4% |
| 3Y | +90.4% | +409.0% | -318.6% | -24.2% |
| 5Y | -54.5% | +277.3% | -331.9% | -80.3% |
| All | +562.1% | +562.3% | -0.2% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling