+70.7%
NFLX vs SHAK
-5.6%
+76.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -8.1% | -11.0% | +2.9% | -6.5% |
| 30D | +1.6% | -14.0% | +15.7% | +3.8% |
| 3M | -7.3% | +13.3% | -20.6% | -9.3% |
| 6M | -21.6% | -35.3% | +13.7% | -18.0% |
| YTD | -18.9% | -24.0% | +5.1% | -17.7% |
| 1Y | -39.1% | -36.7% | -2.4% | -36.4% |
| All | +70.7% | -5.6% | +76.3% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling