+1,661.5%
NFLX vs SFM
+46.8%
+1,614.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | -11.0% | -19.2% | +8.2% | -8.8% |
| 3M | -15.5% | -40.3% | +24.8% | -9.5% |
| 6M | -28.5% | -40.9% | +12.4% | -23.5% |
| YTD | -33.1% | -35.5% | +2.4% | -29.8% |
| 1Y | -45.8% | -37.4% | -8.4% | -42.9% |
| 3Y | +40.2% | +25.5% | +14.7% | +31.4% |
| 5Y | -8.2% | +113.0% | -121.2% | -21.8% |
| 10Y | +446.2% | +136.3% | +309.8% | +338.8% |
| All | +1,661.5% | +46.8% | +1,614.7% | +1,590.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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