+202.2%
SPGI vs ROKU
+880.6%
-678.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -7.4% | -0.4% | -7.0% | -7.4% |
| 30D | +0.4% | +2.1% | -1.7% | +0.1% |
| 3M | +5.3% | +29.5% | -24.2% | +2.2% |
| 6M | +1.7% | +53.8% | -52.1% | -3.3% |
| YTD | -16.4% | +42.8% | -59.2% | -19.9% |
| 1Y | -20.5% | +60.7% | -81.2% | -25.0% |
| 3Y | +14.2% | +83.9% | -69.7% | +2.7% |
| 5Y | +0.6% | -52.8% | +53.4% | -3.9% |
| All | +202.2% | +880.6% | -678.3% | +145.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling