+561.0%
ROKU vs SM
+127.4%
+433.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.6% |
| 7D | -0.1% | -0.2% | 0.0% | -0.1% |
| 30D | +1.5% | +31.5% | -30.1% | -2.1% |
| 3M | +25.7% | +17.3% | +8.4% | +22.6% |
| 6M | +54.5% | +48.5% | +5.9% | +44.8% |
| YTD | +43.2% | +106.3% | -63.1% | +28.4% |
| 1Y | +56.3% | +47.3% | +9.0% | +45.8% |
| 3Y | +86.1% | -1.4% | +87.5% | +79.7% |
| 5Y | -53.6% | +114.0% | -167.6% | -59.4% |
| All | +561.0% | +127.4% | +433.6% | +489.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling