+75.8%
SPYM vs ROKU
+82.2%
-6.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.7% |
| 7D | -2.0% | -2.6% | +0.7% | -1.6% |
| 30D | -1.6% | +2.1% | -3.8% | -1.9% |
| 3M | +4.7% | +31.8% | -27.0% | +0.4% |
| 6M | +12.6% | +53.3% | -40.7% | +5.3% |
| YTD | +11.8% | +42.1% | -30.3% | +5.4% |
| 1Y | +17.5% | +62.3% | -44.8% | +8.5% |
| All | +75.8% | +82.2% | -6.5% | +54.7% |
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 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