+53,350.7%
NFLX vs SAP
+1,139.1%
+52,211.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | 0.0% |
| 7D | +2.6% | +1.6% | +1.0% | +1.8% |
| 30D | -9.0% | +10.5% | -19.6% | -13.3% |
| 3M | -13.7% | +15.2% | -28.9% | -19.5% |
| 6M | -26.9% | +36.7% | -63.6% | -37.9% |
| YTD | -31.8% | -0.6% | -31.2% | -33.8% |
| 1Y | -42.1% | -4.1% | -37.9% | -42.8% |
| 3Y | +47.0% | +73.2% | -26.3% | +7.0% |
| 5Y | -2.5% | +74.1% | -76.6% | -29.3% |
| 10Y | +423.4% | +222.9% | +200.4% | +172.0% |
| All | +53,350.7% | +1,139.1% | +52,211.6% | +8,948.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling