+448.2%
NFLX vs SM
+18.0%
+430.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.0% | +9.4% | -11.4% | -2.6% |
| 30D | -11.9% | -14.4% | +2.4% | -11.2% |
| 3M | -20.6% | +1.6% | -22.1% | -20.9% |
| 6M | -29.0% | +6.3% | -35.4% | -29.8% |
| YTD | -33.7% | +78.8% | -112.5% | -36.9% |
| 1Y | -46.2% | +83.1% | -129.3% | -48.8% |
| 3Y | +39.8% | -5.9% | +45.7% | +36.9% |
| 5Y | -9.0% | +4.8% | -13.8% | -12.4% |
| All | +448.2% | +18.0% | +430.1% | +391.9% |
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