+44.5%
NFLX vs SN
+659.6%
-615.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.7% | -6.0% | -3.5% |
| 7D | +2.1% | +7.2% | -5.0% | +1.5% |
| 30D | -9.0% | +20.4% | -29.4% | -10.5% |
| 3M | -14.0% | +23.9% | -37.9% | -15.6% |
| 6M | -28.2% | +93.0% | -121.2% | -32.2% |
| YTD | -32.4% | +99.2% | -131.6% | -36.7% |
| 1Y | -42.2% | +142.6% | -184.8% | -47.1% |
| 3Y | +45.9% | +398.8% | -352.9% | +28.3% |
| All | +44.5% | +659.6% | -615.1% | +26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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