+156.4%
NFLX vs SITM
+4,608.4%
-4,452.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.5% | -11.9% | -6.3% |
| 7D | -4.2% | +9.7% | -14.0% | -5.6% |
| 30D | +5.5% | +12.7% | -7.2% | +2.5% |
| 3M | -4.1% | -13.4% | +9.4% | -4.3% |
| 6M | -20.7% | +59.6% | -80.3% | -30.0% |
| YTD | -16.5% | +73.3% | -89.8% | -28.0% |
| 1Y | -37.8% | +165.5% | -203.3% | -51.1% |
| 3Y | +77.9% | +368.7% | -290.8% | +14.8% |
| 5Y | +32.5% | +172.5% | -140.0% | -12.1% |
| All | +156.4% | +4,608.4% | -4,452.0% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling