+95.9%
SRE vs ROKU
+867.7%
-771.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | -0.5% |
| 7D | +1.5% | -3.0% | +4.5% | +1.6% |
| 30D | +0.8% | +0.7% | +0.1% | +0.8% |
| 3M | -5.8% | +26.5% | -32.2% | -6.8% |
| 6M | -7.8% | +52.6% | -60.4% | -9.7% |
| YTD | -2.4% | +40.9% | -43.3% | -4.1% |
| 1Y | +8.9% | +57.6% | -48.7% | +6.3% |
| 3Y | +31.1% | +83.2% | -52.1% | +25.4% |
| 5Y | +48.6% | -54.8% | +103.4% | +45.8% |
| All | +95.9% | +867.7% | -771.9% | +72.3% |
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