+26.7%
NFLX vs SHOP
-12.8%
+39.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -7.6% | +5.7% | +0.4% |
| 7D | -5.0% | -4.1% | -0.9% | -3.9% |
| 30D | +3.5% | -11.5% | +15.1% | +7.2% |
| 3M | -7.1% | +21.1% | -28.2% | -13.4% |
| 6M | -22.5% | +3.0% | -25.5% | -25.4% |
| YTD | -18.1% | -16.7% | -1.4% | -16.7% |
| 1Y | -38.3% | -8.3% | -30.0% | -40.0% |
| 3Y | +73.4% | +112.8% | -39.4% | +12.2% |
| 5Y | +26.7% | -9.3% | +35.9% | +1.5% |
| All | +26.7% | -12.8% | +39.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHOP.
Daily Out/Under-Performance
Portfolio return minus SHOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHOP 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 5y: compounded portfolio wealth divided by compounded SHOP 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…
5y analysis · Full analysis span regression · 6 months rolling