+26.7%
NFLX vs SM
+111.2%
-84.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.6% | -5.5% | -2.4% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +3.5% | +31.5% | -28.0% | -0.3% |
| 3M | -7.1% | +17.3% | -24.4% | -9.6% |
| 6M | -22.5% | +48.5% | -71.0% | -27.5% |
| YTD | -18.1% | +106.3% | -124.4% | -27.1% |
| 1Y | -38.3% | +47.3% | -85.6% | -42.7% |
| 3Y | +73.4% | -1.4% | +74.8% | +65.3% |
| 5Y | +26.7% | +114.0% | -87.4% | +7.1% |
| All | +26.7% | +111.2% | -84.6% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling