+27.1%
SW vs ROKU
+49.2%
-22.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.3% | +3.5% | -1.2% | +1.7% |
| 30D | +6.8% | +5.1% | +1.7% | +5.8% |
| 3M | -5.2% | +7.0% | -12.2% | -6.3% |
| 6M | +7.4% | +25.4% | -18.0% | +2.8% |
| YTD | +17.4% | +48.0% | -30.6% | +7.8% |
| 1Y | +27.1% | +53.1% | -26.0% | +17.3% |
| All | +27.1% | +49.2% | -22.1% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling