+92.0%
SRE vs ROKU
+880.6%
-788.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -3.0% | +2.1% | -5.1% | -3.1% |
| 3M | -8.3% | +29.5% | -37.8% | -9.4% |
| 6M | -8.9% | +53.8% | -62.7% | -10.8% |
| YTD | -4.3% | +42.8% | -47.1% | -6.0% |
| 1Y | +2.7% | +60.7% | -58.0% | +0.2% |
| 3Y | +28.7% | +83.9% | -55.2% | +23.1% |
| 5Y | +47.1% | -52.8% | +100.0% | +44.1% |
| All | +92.0% | +880.6% | -788.6% | +68.8% |
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