-14.4%
SMR vs ROKU
+11.4%
-25.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.5% | -16.2% | -15.9% |
| 7D | -11.2% | -0.4% | -10.8% | -11.1% |
| 30D | -10.2% | +2.1% | -12.3% | -11.0% |
| 3M | -10.0% | +29.5% | -39.5% | -18.7% |
| 6M | -30.5% | +53.8% | -84.2% | -40.2% |
| YTD | -39.2% | +42.8% | -82.0% | -46.4% |
| 1Y | -75.5% | +60.7% | -136.3% | -79.2% |
| 3Y | +45.4% | +83.9% | -38.5% | +15.0% |
| All | -14.4% | +11.4% | -25.8% | -35.1% |
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