+194.4%
SHW vs ROKU
+880.6%
-686.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -10.0% | +2.1% | -12.1% | -10.2% |
| 3M | +2.3% | +29.5% | -27.2% | -0.2% |
| 6M | +0.7% | +53.8% | -53.1% | -3.4% |
| YTD | +0.5% | +42.8% | -42.3% | -3.1% |
| 1Y | -11.5% | +60.7% | -72.2% | -15.7% |
| 3Y | +21.3% | +83.9% | -62.6% | +10.6% |
| 5Y | +12.5% | -52.8% | +65.3% | +7.8% |
| All | +194.4% | +880.6% | -686.2% | +150.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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