-39.3%
NFLX vs SM
+70.4%
-109.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -15.3% | +20.0% | +5.1% |
| 7D | +7.1% | -21.5% | +28.6% | +8.0% |
| 30D | -1.6% | -11.4% | +9.7% | -1.7% |
| 3M | -9.8% | +0.6% | -10.4% | -11.0% |
| 6M | -27.1% | +0.2% | -27.3% | -28.6% |
| YTD | -29.2% | +69.7% | -98.9% | -36.7% |
| 1Y | -39.3% | +71.6% | -110.8% | -46.0% |
| All | -39.3% | +70.4% | -109.6% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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