+60.9%
NFLX vs SMR
-53.6%
+114.5%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.5% | -0.7% |
| 7D | -2.0% | -8.3% | +6.3% | -1.6% |
| 30D | -11.9% | -20.1% | +8.1% | -11.1% |
| 3M | -20.6% | -52.7% | +32.1% | -17.9% |
| 6M | -29.0% | -61.0% | +32.0% | -26.3% |
| YTD | -33.7% | -67.1% | +33.4% | -31.3% |
| 1Y | -46.2% | -79.9% | +33.7% | -42.7% |
| 3Y | +39.8% | +101.7% | -61.9% | +22.2% |
| All | +60.9% | -53.6% | +114.5% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 10y: compounded portfolio wealth divided by compounded SMR 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…
10y analysis · Full analysis span regression · 6 months rolling