+153.6%
NFLX vs SITM
+4,789.7%
-4,636.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +1.0% |
| 7D | -1.1% | +3.9% | -4.9% | -1.6% |
| 30D | +4.3% | -6.6% | +10.9% | +4.8% |
| 3M | -4.8% | -11.9% | +7.1% | -5.0% |
| 6M | -18.4% | +81.1% | -99.6% | -29.3% |
| YTD | -17.4% | +80.0% | -97.4% | -29.2% |
| 1Y | -35.7% | +145.8% | -181.5% | -48.7% |
| 3Y | +73.8% | +475.9% | -402.1% | +7.8% |
| 5Y | +29.3% | +189.2% | -159.9% | -14.9% |
| All | +153.6% | +4,789.7% | -4,636.1% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling