+52,899.3%
NFLX vs SM
+195.3%
+52,704.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.4% |
| 7D | +2.1% | -25.9% | +28.0% | +4.9% |
| 30D | -9.0% | -15.1% | +6.1% | -7.8% |
| 3M | -14.0% | +4.9% | -18.8% | -14.9% |
| 6M | -28.2% | +6.1% | -34.3% | -29.3% |
| YTD | -32.4% | +63.4% | -95.8% | -36.6% |
| 1Y | -42.2% | +72.5% | -114.7% | -46.2% |
| 3Y | +45.9% | -16.9% | +62.8% | +43.2% |
| 5Y | -1.8% | -10.6% | +8.8% | -6.5% |
| 10Y | +419.6% | +11.3% | +408.3% | +290.9% |
| All | +52,899.3% | +195.3% | +52,704.0% | +25,415.4% |
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