+3.5%
SW vs ROKU
+65.4%
-61.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -5.1% | -1.3% | -3.8% | -4.8% |
| 30D | -4.6% | +5.9% | -10.5% | -6.0% |
| 3M | +9.4% | +23.9% | -14.5% | +3.3% |
| 6M | +3.5% | +59.6% | -56.1% | -12.6% |
| All | +3.5% | +65.4% | -61.9% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling