+2,098.7%
NFLX vs SFM
+132.6%
+1,966.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.9% | -8.2% | -5.8% |
| 7D | -4.2% | -0.1% | -4.2% | -4.3% |
| 30D | +5.5% | -4.4% | +9.8% | +6.0% |
| 3M | -4.1% | +1.5% | -5.6% | -4.7% |
| 6M | -20.7% | +6.5% | -27.2% | -22.0% |
| YTD | -16.5% | +2.2% | -18.7% | -17.7% |
| 1Y | -37.8% | -41.9% | +4.1% | -33.4% |
| 3Y | +77.9% | +106.8% | -28.9% | +55.5% |
| 5Y | +32.5% | +231.6% | -199.1% | +6.2% |
| 10Y | +703.6% | +258.4% | +445.1% | +509.1% |
| All | +2,098.7% | +132.6% | +1,966.2% | +1,884.2% |
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