+448.1%
NFLX vs SAP
+222.2%
+225.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.5% | -0.3% |
| 7D | -0.3% | +1.5% | -1.7% | -1.0% |
| 30D | -10.0% | +8.8% | -18.8% | -13.9% |
| 3M | -17.1% | +12.1% | -29.2% | -22.1% |
| 6M | -27.7% | +34.6% | -62.3% | -39.1% |
| YTD | -32.5% | -2.1% | -30.4% | -33.7% |
| 1Y | -43.5% | -5.5% | -38.0% | -43.4% |
| 3Y | +41.4% | +67.4% | -26.0% | -1.3% |
| 5Y | -2.2% | +74.6% | -76.8% | -35.4% |
| 10Y | +448.1% | +224.0% | +224.1% | +149.6% |
| All | +448.1% | +222.2% | +225.9% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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