-3.3%
NFLX vs SAN
+271.8%
-275.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -2.7% |
| 7D | +2.1% | +4.9% | -2.8% | +0.9% |
| 30D | -9.0% | -13.0% | +4.0% | -5.8% |
| 3M | -14.0% | -18.9% | +4.9% | -9.3% |
| 6M | -28.2% | -4.1% | -24.0% | -27.9% |
| YTD | -32.4% | +2.6% | -34.9% | -34.3% |
| 1Y | -42.2% | +16.9% | -59.1% | -46.2% |
| 3Y | +45.9% | +239.1% | -193.2% | -7.9% |
| All | -3.3% | +271.8% | -275.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling