+1,677.5%
NFLX vs SFM
+39.6%
+1,637.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.4% | -0.9% |
| 7D | -0.3% | -6.9% | +6.6% | +0.8% |
| 30D | -10.0% | -25.0% | +15.0% | -6.7% |
| 3M | -17.1% | -42.7% | +25.6% | -10.7% |
| 6M | -27.7% | -41.0% | +13.3% | -22.7% |
| YTD | -32.5% | -38.7% | +6.1% | -28.7% |
| 1Y | -43.5% | -38.1% | -5.4% | -40.4% |
| 3Y | +41.4% | +19.3% | +22.1% | +33.6% |
| 5Y | -2.2% | +103.1% | -105.3% | -16.2% |
| 10Y | +448.1% | +131.1% | +317.0% | +341.6% |
| All | +1,677.5% | +39.6% | +1,637.9% | +1,618.8% |
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