+448.2%
NFLX vs SAN
+270.1%
+178.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.5% | -1.0% |
| 7D | -2.0% | +4.0% | -6.0% | -2.9% |
| 30D | -11.9% | -7.8% | -4.1% | -10.4% |
| 3M | -20.6% | -16.4% | -4.2% | -17.3% |
| 6M | -29.0% | +3.5% | -32.6% | -30.1% |
| YTD | -33.7% | +6.7% | -40.4% | -35.9% |
| 1Y | -46.2% | +14.5% | -60.6% | -48.9% |
| 3Y | +39.8% | +243.5% | -203.7% | -1.9% |
| 5Y | -9.0% | +296.2% | -305.1% | -40.4% |
| All | +448.2% | +270.1% | +178.0% | +292.8% |
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