+26.7%
NFLX vs SAP
+56.2%
-29.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.0% |
| 7D | -5.0% | -0.3% | -4.7% | -4.9% |
| 30D | +3.5% | +2.6% | +1.0% | +1.9% |
| 3M | -7.1% | +16.3% | -23.4% | -15.2% |
| 6M | -22.5% | +6.4% | -28.9% | -26.4% |
| YTD | -18.1% | -11.4% | -6.7% | -14.0% |
| 1Y | -38.3% | -20.4% | -17.9% | -30.7% |
| 3Y | +73.4% | +56.5% | +16.9% | +11.0% |
| 5Y | +26.7% | +56.8% | -30.1% | -33.1% |
| All | +26.7% | +56.2% | -29.6% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling