+82.7%
SW vs ROKU
+915.9%
-833.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.3% | +3.5% | -1.2% | +2.1% |
| 30D | +6.8% | +5.1% | +1.7% | +6.5% |
| 3M | -5.2% | +7.0% | -12.2% | -5.5% |
| 6M | +7.4% | +25.4% | -18.0% | +6.2% |
| YTD | +17.4% | +48.0% | -30.6% | +14.9% |
| 1Y | +27.1% | +53.1% | -26.0% | +24.2% |
| 3Y | +47.9% | +92.7% | -44.8% | +41.2% |
| 5Y | -2.6% | -42.4% | +39.8% | -6.3% |
| All | +82.7% | +915.9% | -833.2% | +69.0% |
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