+687.9%
NFLX vs SAN
+329.5%
+358.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -8.1% | -0.5% | -7.6% | -8.0% |
| 30D | -0.3% | -0.1% | -0.3% | -0.4% |
| 3M | -6.6% | +19.6% | -26.2% | -10.9% |
| 6M | -22.7% | +32.7% | -55.4% | -28.5% |
| YTD | -18.9% | +26.7% | -45.6% | -24.6% |
| 1Y | -39.8% | +51.6% | -91.5% | -46.7% |
| 3Y | +71.7% | +348.7% | -277.0% | +12.3% |
| 5Y | +27.2% | +378.7% | -351.5% | -20.7% |
| 10Y | +687.9% | +336.9% | +350.9% | +398.9% |
| All | +687.9% | +329.5% | +358.3% | +398.9% |
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