-35.7%
NFLX vs SITM
+155.7%
-191.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.5% | -3.7% | +2.1% |
| 7D | -1.1% | +3.9% | -4.9% | -0.9% |
| 30D | +4.3% | -6.6% | +10.9% | +4.1% |
| 3M | -4.8% | -11.9% | +7.1% | -4.8% |
| 6M | -18.4% | +81.1% | -99.6% | -19.1% |
| YTD | -17.4% | +80.0% | -97.4% | -18.1% |
| 1Y | -35.7% | +145.8% | -181.5% | -36.5% |
| All | -35.7% | +155.7% | -191.4% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling