-12.5%
SPGI vs ROKU
+57.7%
-70.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.3% |
| 7D | +0.1% | -1.3% | +1.5% | +0.3% |
| 30D | +8.4% | +5.9% | +2.5% | +7.5% |
| 3M | +11.8% | +23.9% | -12.1% | +8.3% |
| 6M | +5.7% | +59.6% | -53.9% | -2.2% |
| YTD | -9.7% | +43.4% | -53.1% | -16.7% |
| 1Y | -12.5% | +60.2% | -72.6% | -20.3% |
| All | -12.5% | +57.7% | -70.2% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling