+52.4%
NFLT vs SPY
+323.1%
-270.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | 0.0% | +0.3% |
| 7D | +1.1% | -2.7% | +3.8% | +1.3% |
| 30D | +1.7% | -5.4% | +7.1% | +2.1% |
| 3M | -0.5% | -4.1% | +3.6% | -0.2% |
| 6M | -0.1% | +0.7% | -0.8% | -0.2% |
| YTD | +1.5% | +8.7% | -7.1% | +0.9% |
| 1Y | +2.4% | +10.9% | -8.5% | +1.6% |
| 3Y | +23.4% | +75.0% | -51.6% | +18.3% |
| 5Y | +15.6% | +67.8% | -52.2% | +10.7% |
| 10Y | +43.6% | +312.9% | -269.2% | +32.4% |
| All | +52.4% | +323.1% | -270.6% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling