+559.3%
ROKU vs SPG
+105.8%
+453.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.4% | -1.2% | +0.7% | 0.0% |
| 30D | +2.1% | -6.1% | +8.2% | +4.4% |
| 3M | +29.5% | -3.6% | +33.1% | +31.1% |
| 6M | +53.8% | +10.4% | +43.4% | +48.2% |
| YTD | +42.8% | +14.4% | +28.4% | +35.7% |
| 1Y | +60.7% | +16.5% | +44.2% | +51.6% |
| 3Y | +83.9% | +106.8% | -22.9% | +45.8% |
| 5Y | -52.8% | +108.9% | -161.7% | -62.2% |
| All | +559.3% | +105.8% | +453.5% | +494.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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