+1,606.8%
SMCI vs ROKU
+875.4%
+731.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.1% |
| 7D | -1.3% | -2.6% | +1.4% | -0.8% |
| 30D | +18.3% | +2.1% | +16.2% | +17.8% |
| 3M | +27.7% | +31.8% | -4.1% | +19.7% |
| 6M | +17.6% | +53.3% | -35.7% | +7.9% |
| YTD | +27.7% | +42.1% | -14.4% | +18.7% |
| 1Y | -14.9% | +62.3% | -77.2% | -23.0% |
| 3Y | +33.2% | +84.6% | -51.5% | +16.4% |
| 5Y | +921.6% | -53.1% | +974.6% | +865.8% |
| All | +1,606.8% | +875.4% | +731.4% | +1,199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling