+448.1%
NFLX vs SAN
+255.1%
+193.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -0.3% | +10.8% | -11.0% | -2.7% |
| 30D | -10.0% | -5.7% | -4.3% | -8.9% |
| 3M | -17.1% | -13.4% | -3.6% | -14.4% |
| 6M | -27.7% | +3.5% | -31.2% | -28.8% |
| YTD | -32.5% | +9.7% | -42.3% | -35.1% |
| 1Y | -43.5% | +20.9% | -64.4% | -47.1% |
| 3Y | +41.4% | +254.3% | -212.8% | -1.4% |
| 5Y | -2.2% | +304.2% | -306.4% | -36.3% |
| 10Y | +448.1% | +260.2% | +187.9% | +291.0% |
| All | +448.1% | +255.1% | +193.0% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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