+16.4%
SPGI vs ROKU
+80.8%
-64.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -3.1% | -3.0% | 0.0% | -2.7% |
| 30D | +2.0% | +0.7% | +1.3% | +1.9% |
| 3M | +4.3% | +26.5% | -22.1% | +0.8% |
| 6M | -0.2% | +52.6% | -52.9% | -6.4% |
| YTD | -14.8% | +40.9% | -55.7% | -19.4% |
| 1Y | -18.5% | +57.6% | -76.2% | -24.3% |
| All | +16.4% | +80.8% | -64.4% | -1.6% |
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