+151.6%
NFLX vs SITM
+4,507.3%
-4,355.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.3% | -1.6% |
| 7D | -5.0% | +8.4% | -13.4% | -6.2% |
| 30D | +3.5% | -17.4% | +21.0% | +5.9% |
| 3M | -7.1% | -9.8% | +2.7% | -7.8% |
| 6M | -22.5% | +83.0% | -105.4% | -33.1% |
| YTD | -18.1% | +69.6% | -87.7% | -29.1% |
| 1Y | -38.3% | +144.9% | -183.2% | -50.9% |
| 3Y | +73.4% | +429.9% | -356.5% | +9.0% |
| 5Y | +26.7% | +169.2% | -142.5% | -15.8% |
| All | +151.6% | +4,507.3% | -4,355.7% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SITM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling