+87.6%
SMH vs ROKU
+62.9%
+24.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +0.9% | +1.3% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | -2.8% | +2.1% | -4.9% | -3.4% |
| 3M | -6.7% | +29.5% | -36.2% | -13.4% |
| 6M | +41.8% | +53.8% | -12.0% | +24.3% |
| YTD | +57.9% | +42.8% | +15.1% | +41.5% |
| 1Y | +87.6% | +60.7% | +26.9% | +62.0% |
| All | +87.6% | +62.9% | +24.7% | +62.0% |
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