+550.6%
ROKU vs SPG
+103.3%
+447.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -0.3% |
| 7D | -3.0% | -2.7% | -0.3% | -2.1% |
| 30D | +0.7% | -7.3% | +8.0% | +3.4% |
| 3M | +26.5% | -3.5% | +29.9% | +28.0% |
| 6M | +52.6% | +8.5% | +44.2% | +48.0% |
| YTD | +40.9% | +13.0% | +27.9% | +34.5% |
| 1Y | +57.6% | +18.0% | +39.6% | +48.0% |
| 3Y | +83.2% | +104.5% | -21.3% | +45.8% |
| 5Y | -54.8% | +102.0% | -156.9% | -63.6% |
| All | +550.6% | +103.3% | +447.4% | +488.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling