+72.5%
SMR vs ROKU
+82.2%
-9.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.3% | -6.0% |
| 7D | +4.7% | -2.6% | +7.4% | +6.4% |
| 30D | +3.2% | +2.1% | +1.1% | +1.7% |
| 3M | +9.9% | +31.8% | -21.9% | -9.3% |
| 6M | -15.1% | +53.3% | -68.4% | -35.3% |
| YTD | -27.9% | +42.1% | -70.0% | -42.6% |
| 1Y | -70.2% | +62.3% | -132.6% | -78.1% |
| All | +72.5% | +82.2% | -9.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling