+27.2%
NFLX vs SMTC
+116.8%
-89.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -8.1% | +22.5% | -30.6% | -10.1% |
| 30D | -0.3% | +24.9% | -25.2% | -3.2% |
| 3M | -6.6% | +4.1% | -10.7% | -8.4% |
| 6M | -22.7% | +92.6% | -115.2% | -31.6% |
| YTD | -18.9% | +122.5% | -141.4% | -30.2% |
| 1Y | -39.8% | +166.2% | -206.0% | -50.0% |
| 3Y | +71.7% | +577.2% | -505.5% | +7.0% |
| 5Y | +27.2% | +119.0% | -91.7% | +27.1% |
| All | +27.2% | +116.8% | -89.6% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling