+559.3%
ROKU vs SIRI
-33.8%
+593.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +2.1% | +2.5% | -0.4% | +1.0% |
| 3M | +29.5% | +6.6% | +22.9% | +25.9% |
| 6M | +53.8% | +32.9% | +20.9% | +37.6% |
| YTD | +42.8% | +50.5% | -7.7% | +21.0% |
| 1Y | +60.7% | +28.0% | +32.8% | +43.8% |
| 3Y | +83.9% | -22.4% | +106.3% | +86.9% |
| 5Y | -52.8% | -41.3% | -11.5% | -49.2% |
| All | +559.3% | -33.8% | +593.1% | +557.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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