+462.3%
NFLX vs SIMO
+453.3%
+9.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.6% | +1.0% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -8.6% | -25.4% | +16.8% | -6.1% |
| 3M | -13.7% | -17.8% | +4.0% | -13.7% |
| 6M | -24.5% | -29.6% | +5.1% | -24.9% |
| YTD | -31.2% | +100.3% | -131.5% | -46.4% |
| 1Y | -43.2% | +100.4% | -143.6% | -55.9% |
| 3Y | +44.3% | +246.1% | -201.8% | -4.5% |
| 5Y | -1.9% | +189.8% | -191.7% | -35.3% |
| 10Y | +462.3% | +434.6% | +27.7% | +194.3% |
| All | +462.3% | +453.3% | +9.0% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling