+226.4%
SPGI vs ROKU
+884.7%
-658.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | +0.1% | -1.3% | +1.5% | +0.3% |
| 30D | +8.4% | +5.9% | +2.5% | +7.7% |
| 3M | +11.8% | +23.9% | -12.1% | +9.1% |
| 6M | +5.7% | +59.6% | -53.9% | +0.2% |
| YTD | -9.7% | +43.4% | -53.1% | -13.5% |
| 1Y | -12.5% | +60.2% | -72.6% | -17.4% |
| 3Y | +21.8% | +90.4% | -68.6% | +9.2% |
| 5Y | +8.2% | -54.5% | +62.7% | +3.7% |
| All | +226.4% | +884.7% | -658.4% | +165.2% |
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