+65,302.9%
NFLX vs SM
+259.7%
+65,043.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.8% | -5.1% |
| 7D | -4.2% | +0.1% | -4.3% | -4.3% |
| 30D | +5.5% | +26.3% | -20.8% | +2.9% |
| 3M | -4.1% | +8.7% | -12.7% | -5.3% |
| 6M | -20.7% | +51.7% | -72.4% | -24.6% |
| YTD | -16.5% | +99.0% | -115.6% | -22.9% |
| 1Y | -37.8% | +34.6% | -72.4% | -40.4% |
| 3Y | +77.9% | -7.8% | +85.6% | +73.6% |
| 5Y | +32.5% | +104.8% | -72.3% | +16.7% |
| 10Y | +703.6% | +7.2% | +696.3% | +514.5% |
| All | +65,302.9% | +259.7% | +65,043.3% | +30,919.0% |
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