+43.4%
NFLT vs SPY
+307.0%
-263.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | +2.6% | -3.8% | -1.4% |
| 30D | +0.3% | -2.0% | +2.3% | +0.4% |
| 3M | -1.7% | -2.8% | +1.1% | -1.5% |
| 6M | -1.1% | +2.1% | -3.2% | -1.3% |
| YTD | +0.3% | +11.5% | -11.1% | -0.6% |
| 1Y | +1.1% | +13.5% | -12.4% | 0.0% |
| 3Y | +21.7% | +77.7% | -56.0% | +16.1% |
| 5Y | +14.5% | +72.6% | -58.1% | +9.1% |
| All | +43.4% | +307.0% | -263.6% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling