+23.6%
SYY vs ROKU
-52.4%
+76.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | -1.7% | +2.1% | -3.8% | -1.9% |
| 3M | +5.2% | +29.5% | -24.3% | +3.3% |
| 6M | -0.2% | +53.8% | -54.0% | -3.2% |
| YTD | +15.4% | +42.8% | -27.4% | +12.3% |
| 1Y | +5.6% | +60.7% | -55.1% | +1.8% |
| 3Y | +28.9% | +83.9% | -55.0% | +19.7% |
| All | +23.6% | -52.4% | +76.0% | +15.5% |
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