+52,774.0%
NFLX vs SM
+191.4%
+52,582.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.2% |
| 7D | -0.3% | -19.5% | +19.2% | +1.7% |
| 30D | -10.0% | -20.2% | +10.2% | -8.3% |
| 3M | -17.1% | -6.5% | -10.6% | -17.0% |
| 6M | -27.7% | +1.6% | -29.3% | -28.6% |
| YTD | -32.5% | +61.2% | -93.8% | -36.6% |
| 1Y | -43.5% | +65.4% | -108.9% | -47.2% |
| 3Y | +41.4% | -13.0% | +54.5% | +38.3% |
| 5Y | -2.2% | -4.3% | +2.1% | -7.5% |
| 10Y | +448.1% | +3.0% | +445.1% | +317.0% |
| All | +52,774.0% | +191.4% | +52,582.6% | +25,386.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling