+39.8%
NFLX vs SNAP
-53.6%
+93.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.6% | -0.9% |
| 7D | -2.0% | +6.0% | -8.0% | -2.6% |
| 30D | -11.9% | -13.8% | +1.8% | -10.7% |
| 3M | -20.6% | -0.8% | -19.8% | -20.7% |
| 6M | -29.0% | -6.2% | -22.8% | -29.1% |
| YTD | -33.7% | -34.8% | +1.1% | -32.3% |
| 1Y | -46.2% | -38.7% | -7.5% | -44.8% |
| 3Y | +39.8% | -53.5% | +93.2% | +43.1% |
| All | +39.8% | -53.6% | +93.4% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling