+550.6%
ROKU vs SMTC
+346.7%
+203.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -3.0% | +22.5% | -25.5% | -10.0% |
| 30D | +0.7% | +24.9% | -24.2% | -8.5% |
| 3M | +26.5% | +4.1% | +22.4% | +18.4% |
| 6M | +52.6% | +92.6% | -39.9% | +9.4% |
| YTD | +40.9% | +122.5% | -81.5% | -5.6% |
| 1Y | +57.6% | +166.2% | -108.6% | -3.5% |
| 3Y | +83.2% | +577.2% | -494.0% | -41.4% |
| 5Y | -54.8% | +119.0% | -173.8% | -75.5% |
| All | +550.6% | +346.7% | +203.9% | +158.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling