-2.5%
NFLX vs SAP
+73.0%
-75.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.1% |
| 7D | +2.6% | +1.6% | +1.0% | +1.7% |
| 30D | -9.0% | +10.5% | -19.6% | -14.0% |
| 3M | -13.7% | +15.2% | -28.9% | -20.5% |
| 6M | -26.9% | +36.7% | -63.6% | -39.7% |
| YTD | -31.8% | -0.6% | -31.2% | -32.8% |
| 1Y | -42.1% | -4.1% | -37.9% | -41.4% |
| 3Y | +47.0% | +73.2% | -26.3% | -12.9% |
| 5Y | -2.5% | +74.1% | -76.6% | -52.2% |
| All | -2.5% | +73.0% | -75.5% | -52.2% |
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