+559.3%
ROKU vs SM
+129.5%
+429.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -0.4% | +4.6% | -5.0% | -1.0% |
| 30D | +2.1% | +18.2% | -16.1% | -0.1% |
| 3M | +29.5% | +22.5% | +7.0% | +25.7% |
| 6M | +53.8% | +50.6% | +3.2% | +44.0% |
| YTD | +42.8% | +108.1% | -65.3% | +27.9% |
| 1Y | +60.7% | +46.0% | +14.7% | +50.1% |
| 3Y | +83.9% | +2.9% | +81.0% | +76.7% |
| 5Y | -52.8% | +112.6% | -165.4% | -58.7% |
| All | +559.3% | +129.5% | +429.8% | +487.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling