+67.1%
NFLX vs SMR
-48.0%
+115.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -2.8% | +1.9% | -4.7% | -3.0% |
| 30D | -8.6% | -21.9% | +13.3% | -7.6% |
| 3M | -13.7% | -47.1% | +33.4% | -11.3% |
| 6M | -24.5% | -60.6% | +36.2% | -21.6% |
| YTD | -31.2% | -63.1% | +31.9% | -29.1% |
| 1Y | -43.2% | -80.4% | +37.2% | -39.3% |
| 3Y | +44.3% | +150.2% | -105.9% | +24.6% |
| All | +67.1% | -48.0% | +115.1% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling