+358.3%
NFLX vs SNAP
-79.0%
+437.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.6% |
| 7D | +2.6% | -7.3% | +9.9% | +3.7% |
| 30D | -9.0% | -18.9% | +9.9% | -6.3% |
| 3M | -13.7% | -5.3% | -8.5% | -13.4% |
| 6M | -26.9% | -16.9% | -10.0% | -25.6% |
| YTD | -31.8% | -37.4% | +5.6% | -28.2% |
| 1Y | -42.1% | -38.5% | -3.6% | -38.9% |
| 3Y | +47.0% | -55.1% | +102.0% | +51.2% |
| 5Y | -2.5% | -90.8% | +88.3% | +16.0% |
| All | +358.3% | -79.0% | +437.3% | +321.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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