-52.0%
ROKU vs SPG
+106.0%
-158.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -0.4% | -1.2% | +0.7% | +0.7% |
| 30D | +2.1% | -6.1% | +8.2% | +8.5% |
| 3M | +29.5% | -3.6% | +33.1% | +33.6% |
| 6M | +53.8% | +10.4% | +43.4% | +37.5% |
| YTD | +42.8% | +14.4% | +28.4% | +22.4% |
| 1Y | +60.7% | +16.5% | +44.2% | +34.3% |
| 3Y | +83.9% | +106.8% | -22.9% | -18.4% |
| All | -52.0% | +106.0% | -158.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling