+60.2%
ROKU vs SITM
+174.8%
-114.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.3% | -2.2% |
| 7D | -1.3% | +9.7% | -11.0% | -2.0% |
| 30D | +5.9% | +12.7% | -6.8% | +4.7% |
| 3M | +23.9% | -13.4% | +37.3% | +24.4% |
| 6M | +59.6% | +59.6% | -0.1% | +48.9% |
| YTD | +43.4% | +73.3% | -29.9% | +33.0% |
| 1Y | +60.2% | +165.5% | -105.4% | +39.5% |
| All | +60.2% | +174.8% | -114.6% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling