-2.3%
SW vs ROKU
-54.8%
+52.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | -5.1% | -1.3% | -3.8% | -5.0% |
| 30D | -4.6% | +5.9% | -10.5% | -5.1% |
| 3M | +9.4% | +23.9% | -14.5% | +7.3% |
| 6M | +3.5% | +59.6% | -56.1% | -0.6% |
| YTD | +22.0% | +43.4% | -21.4% | +18.0% |
| 1Y | +2.2% | +60.2% | -57.9% | -2.2% |
| 3Y | +19.6% | +90.4% | -70.8% | +10.0% |
| All | -2.3% | -54.8% | +52.4% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling