+10.5%
SHW vs ROKU
-54.7%
+65.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -4.5% | -2.6% | -1.8% | -4.2% |
| 30D | -12.7% | +2.1% | -14.8% | -12.9% |
| 3M | +4.7% | +31.8% | -27.1% | +1.4% |
| 6M | -3.4% | +53.3% | -56.7% | -8.1% |
| YTD | -1.3% | +42.1% | -43.4% | -5.6% |
| 1Y | -10.4% | +62.3% | -72.7% | -15.7% |
| 3Y | +20.1% | +84.6% | -64.5% | +6.8% |
| 5Y | +10.5% | -53.1% | +63.5% | -1.4% |
| All | +10.5% | -54.7% | +65.2% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling