+436.5%
SPMO vs ROKU
+867.7%
-431.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.1% |
| 30D | +1.1% | +0.7% | +0.4% | +1.0% |
| 3M | +2.0% | +26.5% | -24.4% | -0.9% |
| 6M | +26.5% | +52.6% | -26.1% | +20.2% |
| YTD | +26.5% | +40.9% | -14.4% | +21.0% |
| 1Y | +27.9% | +57.6% | -29.7% | +20.6% |
| 3Y | +160.4% | +83.2% | +77.2% | +133.8% |
| 5Y | +151.5% | -54.8% | +206.3% | +146.3% |
| All | +436.5% | +867.7% | -431.2% | +321.9% |
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