+60.2%
ROKU vs SM
+37.6%
+22.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.9% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +5.9% | +26.3% | -20.4% | +7.5% |
| 3M | +23.9% | +8.7% | +15.2% | +24.7% |
| 6M | +59.6% | +51.7% | +7.9% | +59.3% |
| YTD | +43.4% | +99.0% | -55.6% | +41.8% |
| 1Y | +60.2% | +34.6% | +25.6% | +67.4% |
| All | +60.2% | +37.6% | +22.6% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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