+362.6%
NFLX vs SNAP
-77.7%
+440.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +1.0% |
| 7D | -2.8% | -9.8% | +7.0% | -1.4% |
| 30D | -8.6% | -18.2% | +9.6% | -5.9% |
| 3M | -13.7% | -3.1% | -10.6% | -13.7% |
| 6M | -24.5% | -7.1% | -17.3% | -24.4% |
| YTD | -31.2% | -33.8% | +2.7% | -28.1% |
| 1Y | -43.2% | -39.0% | -4.2% | -40.0% |
| 3Y | +44.3% | -52.8% | +97.1% | +47.3% |
| 5Y | -1.9% | -90.0% | +88.1% | +15.4% |
| All | +362.6% | -77.7% | +440.3% | +321.8% |
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