+49.3%
SW vs ROKU
+90.4%
-41.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.3% |
| 7D | +4.7% | +2.6% | +2.1% | +4.3% |
| 30D | +5.0% | +5.5% | -0.5% | +4.2% |
| 3M | -7.3% | +9.1% | -16.5% | -8.5% |
| 6M | +15.0% | +28.9% | -13.9% | +10.6% |
| YTD | +18.5% | +47.8% | -29.3% | +11.3% |
| 1Y | +27.1% | +51.8% | -24.6% | +18.8% |
| All | +49.3% | +90.4% | -41.1% | +27.3% |
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 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