+448.2%
NFLX vs SMTC
+333.2%
+114.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.2% |
| 7D | -2.0% | +11.0% | -13.0% | -3.7% |
| 30D | -11.9% | -28.5% | +16.6% | -8.4% |
| 3M | -20.6% | -14.2% | -6.3% | -21.6% |
| 6M | -29.0% | -18.0% | -11.0% | -31.6% |
| YTD | -33.7% | +55.5% | -89.2% | -45.7% |
| 1Y | -46.2% | +69.5% | -115.7% | -57.0% |
| 3Y | +39.8% | +699.7% | -659.9% | -38.2% |
| 5Y | -9.0% | +27.4% | -36.4% | -28.4% |
| All | +448.2% | +333.2% | +114.9% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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