+159.4%
SYF vs ROKU
+80.8%
+78.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.6% |
| 30D | -1.1% | +0.7% | -1.8% | -1.2% |
| 3M | +7.4% | +26.5% | -19.1% | +0.9% |
| 6M | +16.2% | +52.6% | -36.4% | +3.8% |
| YTD | -6.1% | +40.9% | -47.1% | -14.8% |
| 1Y | +3.4% | +57.6% | -54.3% | -9.2% |
| All | +159.4% | +80.8% | +78.6% | +108.8% |
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 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