-46.2%
NFLX vs SM
+84.2%
-130.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.7% | -0.9% |
| 7D | -2.0% | +9.4% | -11.4% | -2.3% |
| 30D | -11.9% | -14.4% | +2.4% | -11.5% |
| 3M | -20.6% | +1.6% | -22.1% | -21.4% |
| 6M | -29.0% | +6.3% | -35.4% | -30.8% |
| YTD | -33.7% | +78.8% | -112.5% | -42.0% |
| 1Y | -46.2% | +83.1% | -129.3% | -53.2% |
| All | -46.2% | +84.2% | -130.4% | -53.2% |
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