+65,302.9%
NFLX vs SMTC
+324.0%
+64,978.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.2% | -14.6% | -7.8% |
| 7D | -4.2% | +12.7% | -17.0% | -7.6% |
| 30D | +5.5% | +22.0% | -16.5% | -2.2% |
| 3M | -4.1% | -12.7% | +8.6% | -5.4% |
| 6M | -20.7% | +64.8% | -85.5% | -37.3% |
| YTD | -16.5% | +100.7% | -117.2% | -38.5% |
| 1Y | -37.8% | +146.9% | -184.7% | -57.7% |
| 3Y | +77.9% | +456.8% | -378.9% | -26.3% |
| 5Y | +32.5% | +89.2% | -56.7% | -21.9% |
| 10Y | +703.6% | +426.9% | +276.7% | +184.2% |
| All | +65,302.9% | +324.0% | +64,978.9% | +10,441.5% |
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