+76.6%
NFLX vs SAP
+60.5%
+16.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.0% |
| 7D | -4.2% | -2.9% | -1.3% | -3.2% |
| 30D | +5.5% | +9.0% | -3.6% | +1.8% |
| 3M | -4.1% | +14.9% | -19.0% | -9.8% |
| 6M | -20.7% | +11.9% | -32.6% | -24.8% |
| YTD | -16.5% | -9.9% | -6.6% | -12.9% |
| 1Y | -37.8% | -19.5% | -18.2% | -31.0% |
| All | +76.6% | +60.5% | +16.1% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling