+612.5%
NFLX vs SHOP
+8,524.1%
-7,911.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.1% |
| 7D | -0.3% | +2.8% | -3.1% | -1.1% |
| 30D | -10.0% | -14.2% | +4.2% | -6.5% |
| 3M | -17.1% | -5.5% | -11.6% | -16.6% |
| 6M | -27.7% | +32.8% | -60.5% | -34.8% |
| YTD | -32.5% | -8.9% | -23.6% | -33.7% |
| 1Y | -43.5% | -7.7% | -35.8% | -45.0% |
| 3Y | +41.4% | +139.0% | -97.6% | -4.9% |
| 5Y | -2.2% | -0.5% | -1.7% | -24.7% |
| 10Y | +448.1% | +3,557.0% | -3,108.9% | +95.1% |
| All | +612.5% | +8,524.1% | -7,911.6% | +143.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling