-52.0%
ROKU vs SMTC
+122.8%
-174.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | -1.0% |
| 7D | -0.4% | +13.1% | -13.5% | -4.3% |
| 30D | +2.1% | +19.5% | -17.4% | -4.8% |
| 3M | +29.5% | +2.2% | +27.3% | +23.2% |
| 6M | +53.8% | +94.9% | -41.1% | +13.4% |
| YTD | +42.8% | +127.0% | -84.1% | -1.3% |
| 1Y | +60.7% | +174.6% | -113.8% | +1.8% |
| 3Y | +83.9% | +615.9% | -532.0% | -39.8% |
| All | -52.0% | +122.8% | -174.8% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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