+452.9%
NFLX vs SMTC
+351.6%
+101.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.6% | +1.7% | -2.1% |
| 7D | -4.4% | +30.5% | -34.9% | -8.6% |
| 30D | -11.0% | -30.9% | +19.8% | -7.0% |
| 3M | -15.5% | -14.7% | -0.8% | -16.5% |
| 6M | -28.5% | -9.6% | -18.9% | -32.3% |
| YTD | -33.1% | +62.1% | -95.2% | -45.5% |
| 1Y | -45.8% | +66.6% | -112.4% | -56.4% |
| 3Y | +40.2% | +718.1% | -677.9% | -38.0% |
| 5Y | -8.2% | +32.8% | -41.0% | -28.2% |
| All | +452.9% | +351.6% | +101.4% | +159.0% |
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