+327.2%
SMH vs ROKU
-52.4%
+379.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.3% |
| 3M | -6.7% | +29.5% | -36.2% | -12.8% |
| 6M | +41.8% | +53.8% | -12.0% | +27.0% |
| YTD | +57.9% | +42.8% | +15.1% | +43.2% |
| 1Y | +87.6% | +60.7% | +26.9% | +65.1% |
| 3Y | +282.9% | +83.9% | +199.0% | +205.8% |
| All | +327.2% | -52.4% | +379.6% | +265.1% |
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 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