+73.4%
NFLX vs SAN
+356.8%
-283.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.0% | +3.3% | -8.3% | -5.4% |
| 30D | +3.5% | +1.1% | +2.5% | +3.4% |
| 3M | -7.1% | +22.2% | -29.3% | -9.9% |
| 6M | -22.5% | +36.0% | -58.5% | -26.4% |
| YTD | -18.1% | +28.2% | -46.4% | -21.9% |
| 1Y | -38.3% | +54.1% | -92.5% | -43.5% |
| 3Y | +73.4% | +354.2% | -280.9% | +34.6% |
| All | +73.4% | +356.8% | -283.4% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling