+687.9%
NFLX vs SAP
+175.9%
+512.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.4% |
| 7D | -8.1% | -0.3% | -7.8% | -8.0% |
| 30D | -0.3% | +0.3% | -0.6% | -0.7% |
| 3M | -6.6% | +16.9% | -23.5% | -14.8% |
| 6M | -22.7% | +6.3% | -29.0% | -26.8% |
| YTD | -18.9% | -12.4% | -6.5% | -15.6% |
| 1Y | -39.8% | -21.6% | -18.2% | -33.4% |
| 3Y | +71.7% | +54.8% | +16.9% | +24.4% |
| 5Y | +27.2% | +56.2% | -28.9% | -11.3% |
| 10Y | +687.9% | +179.0% | +508.8% | +252.9% |
| All | +687.9% | +175.9% | +512.0% | +252.9% |
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