+1,252.7%
SMH vs ROKU
+867.7%
+385.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +4.3% | -3.0% | +7.4% | +4.9% |
| 30D | +0.9% | +0.7% | +0.2% | +0.7% |
| 3M | -2.8% | +26.5% | -29.3% | -7.3% |
| 6M | +45.6% | +52.6% | -7.0% | +34.1% |
| YTD | +59.5% | +40.9% | +18.5% | +48.4% |
| 1Y | +93.4% | +57.6% | +35.8% | +76.0% |
| 3Y | +287.1% | +83.2% | +203.9% | +227.4% |
| 5Y | +338.0% | -54.8% | +392.9% | +318.2% |
| All | +1,252.7% | +867.7% | +385.0% | +923.3% |
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 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