-53.0%
SWKS vs ROKU
-54.8%
+1.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | +12.5% | -1.3% | +13.8% | +12.8% |
| 30D | +10.5% | +5.9% | +4.6% | +9.0% |
| 3M | -7.4% | +23.9% | -31.3% | -12.2% |
| 6M | +32.7% | +59.6% | -26.9% | +17.9% |
| YTD | +19.2% | +43.4% | -24.3% | +8.2% |
| 1Y | +2.4% | +60.2% | -57.8% | -9.7% |
| 3Y | -25.6% | +90.4% | -116.0% | -41.1% |
| All | -53.0% | -54.8% | +1.7% | -57.8% |
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