+53,350.7%
NFLX vs SAN
+409.2%
+52,941.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.1% | -5.3% | -0.9% |
| 7D | +2.6% | +8.7% | -6.1% | +0.1% |
| 30D | -9.0% | -6.5% | -2.5% | -7.4% |
| 3M | -13.7% | -14.2% | +0.4% | -10.1% |
| 6M | -26.9% | +2.7% | -29.6% | -28.1% |
| YTD | -31.8% | +8.9% | -40.7% | -34.8% |
| 1Y | -42.1% | +23.4% | -65.4% | -46.8% |
| 3Y | +47.0% | +257.9% | -211.0% | -4.1% |
| 5Y | -2.5% | +297.8% | -300.3% | -39.9% |
| 10Y | +423.4% | +259.6% | +163.8% | +207.1% |
| All | +53,350.7% | +409.2% | +52,941.5% | +13,943.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling