+76.6%
NFLX vs SM
-6.8%
+83.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -5.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.2% |
| 30D | +5.5% | +26.3% | -20.8% | +2.7% |
| 3M | -4.1% | +8.7% | -12.7% | -5.3% |
| 6M | -20.7% | +51.7% | -72.4% | -25.5% |
| YTD | -16.5% | +99.0% | -115.6% | -24.3% |
| 1Y | -37.8% | +34.6% | -72.4% | -41.0% |
| All | +76.6% | -6.8% | +83.4% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling