+65,302.9%
NFLX vs SAN
+502.6%
+64,800.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -5.1% |
| 7D | -4.2% | +1.8% | -6.0% | -4.7% |
| 30D | +5.5% | +2.0% | +3.5% | +4.8% |
| 3M | -4.1% | +19.7% | -23.8% | -9.4% |
| 6M | -20.7% | +30.6% | -51.3% | -27.5% |
| YTD | -16.5% | +28.8% | -45.4% | -23.9% |
| 1Y | -37.8% | +57.8% | -95.5% | -46.8% |
| 3Y | +77.9% | +338.1% | -260.2% | +9.4% |
| 5Y | +32.5% | +384.2% | -351.7% | -22.9% |
| 10Y | +703.6% | +353.1% | +350.4% | +340.6% |
| All | +65,302.9% | +502.6% | +64,800.3% | +16,305.0% |
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