-52.0%
ROKU vs SITM
+187.3%
-239.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | -1.4% |
| 7D | -0.4% | +3.9% | -4.3% | -1.8% |
| 30D | +2.1% | -6.6% | +8.7% | +3.5% |
| 3M | +29.5% | -11.9% | +41.4% | +29.2% |
| 6M | +53.8% | +81.1% | -27.3% | +12.0% |
| YTD | +42.8% | +80.0% | -37.2% | +0.4% |
| 1Y | +60.7% | +145.8% | -85.1% | -4.7% |
| 3Y | +83.9% | +475.9% | -392.0% | -36.2% |
| All | -52.0% | +187.3% | -239.3% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling