+87.3%
SW vs ROKU
+930.2%
-842.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.0% |
| 7D | +12.1% | +4.8% | +7.3% | +11.8% |
| 30D | +6.6% | +6.1% | +0.5% | +6.2% |
| 3M | -6.0% | +10.5% | -16.5% | -6.5% |
| 6M | +21.5% | +29.2% | -7.7% | +19.9% |
| YTD | +20.3% | +50.0% | -29.7% | +17.7% |
| 1Y | +28.1% | +53.4% | -25.3% | +25.2% |
| 3Y | +51.6% | +92.1% | -40.5% | +44.7% |
| 5Y | -0.1% | -43.8% | +43.6% | -4.0% |
| All | +87.3% | +930.2% | -842.9% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling