+52,774.0%
NFLX vs SMTC
+225.4%
+52,548.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.4% |
| 7D | -0.3% | -10.9% | +10.7% | +1.3% |
| 30D | -10.0% | -39.4% | +29.4% | -0.4% |
| 3M | -17.1% | -13.5% | -3.5% | -19.1% |
| 6M | -27.7% | -6.8% | -20.9% | -34.5% |
| YTD | -32.5% | +54.0% | -86.5% | -49.0% |
| 1Y | -43.5% | +50.8% | -94.3% | -57.4% |
| 3Y | +41.4% | +677.3% | -635.9% | -49.8% |
| 5Y | -2.2% | +28.7% | -30.9% | -38.0% |
| 10Y | +448.1% | +339.9% | +108.2% | +92.6% |
| All | +52,774.0% | +225.4% | +52,548.6% | +8,639.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling