-35.6%
SMCI vs ROKU
+50.4%
-86.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.5% | -7.0% | -7.8% |
| 7D | -21.3% | +2.6% | -23.9% | -22.3% |
| 30D | -37.7% | +5.5% | -43.2% | -39.3% |
| 3M | -10.7% | +9.1% | -19.8% | -14.6% |
| 6M | -2.7% | +28.9% | -31.6% | -15.0% |
| YTD | -7.5% | +47.8% | -55.3% | -29.5% |
| 1Y | -35.6% | +51.8% | -87.3% | -51.3% |
| All | -35.6% | +50.4% | -86.0% | -51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling