+164.9%
SYF vs ROKU
+98.8%
+66.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.7% | +3.5% | -5.2% | -2.6% |
| 30D | +3.0% | +5.1% | -2.1% | +1.6% |
| 3M | -5.8% | +7.0% | -12.8% | -7.5% |
| 6M | -1.0% | +25.4% | -26.4% | -7.2% |
| YTD | -10.1% | +48.0% | -58.1% | -20.0% |
| 1Y | +2.0% | +53.1% | -51.2% | -10.3% |
| All | +164.9% | +98.8% | +66.1% | +107.2% |
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