+96.8%
NFLX vs SMR
+7.6%
+89.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -0.8% |
| 7D | -8.1% | +13.1% | -21.2% | -8.7% |
| 30D | -0.3% | +17.8% | -18.1% | -1.3% |
| 3M | -6.6% | +8.1% | -14.7% | -7.4% |
| 6M | -22.7% | -11.1% | -11.6% | -23.1% |
| YTD | -18.9% | -23.7% | +4.8% | -19.2% |
| 1Y | -39.8% | -69.4% | +29.6% | -37.2% |
| 3Y | +71.7% | +82.6% | -10.9% | +54.5% |
| All | +96.8% | +7.6% | +89.3% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling