-3.3%
NFLX vs SHOP
-3.7%
+0.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.6% | -6.9% | -4.3% |
| 7D | +2.1% | -5.4% | +7.6% | +3.5% |
| 30D | -9.0% | -10.3% | +1.3% | -6.6% |
| 3M | -14.0% | +1.0% | -14.9% | -15.1% |
| 6M | -28.2% | +41.2% | -69.4% | -37.0% |
| YTD | -32.4% | -7.5% | -24.9% | -33.9% |
| 1Y | -42.2% | -4.6% | -37.6% | -44.4% |
| 3Y | +45.9% | +146.4% | -100.6% | -10.0% |
| All | -3.3% | -3.7% | +0.3% | -22.7% |
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