+460.8%
NFLX vs SNAP
-77.2%
+538.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.0% | -1.3% | -4.7% |
| 7D | -4.2% | +0.7% | -5.0% | -4.4% |
| 30D | +5.5% | +2.6% | +2.8% | +4.9% |
| 3M | -4.1% | -9.9% | +5.8% | -3.1% |
| 6M | -20.7% | +1.9% | -22.5% | -21.9% |
| YTD | -16.5% | -32.2% | +15.7% | -12.9% |
| 1Y | -37.8% | -22.8% | -14.9% | -36.7% |
| 3Y | +77.9% | -47.6% | +125.5% | +78.6% |
| 5Y | +32.5% | -92.7% | +125.2% | +61.0% |
| All | +460.8% | -77.2% | +538.0% | +411.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling