+11.1%
SMR vs ROKU
+11.7%
-0.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.2% | +15.4% | +15.3% |
| 7D | +21.4% | -0.1% | +21.5% | +21.4% |
| 30D | +13.8% | +1.5% | +12.4% | +13.2% |
| 3M | +3.9% | +25.7% | -21.8% | -4.9% |
| 6M | -4.2% | +54.5% | -58.7% | -17.7% |
| YTD | -21.1% | +43.2% | -64.3% | -30.5% |
| 1Y | -67.1% | +56.3% | -123.4% | -71.8% |
| 3Y | +88.9% | +86.1% | +2.7% | +49.0% |
| All | +11.1% | +11.7% | -0.6% | -15.7% |
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