+695.5%
NFLX vs SM
+15.3%
+680.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.1% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.5% | +31.5% | -28.0% | +1.6% |
| 3M | -7.1% | +17.3% | -24.4% | -8.3% |
| 6M | -22.5% | +48.5% | -71.0% | -24.9% |
| YTD | -18.1% | +106.3% | -124.4% | -22.5% |
| 1Y | -38.3% | +47.3% | -85.6% | -40.4% |
| 3Y | +73.4% | -1.4% | +74.8% | +69.7% |
| 5Y | +26.7% | +114.0% | -87.4% | +17.8% |
| All | +695.5% | +15.3% | +680.3% | +610.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling