+354.5%
NFLX vs SNAP
-79.3%
+433.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.9% |
| 7D | +2.1% | -7.1% | +9.3% | +3.2% |
| 30D | -9.0% | -14.6% | +5.6% | -7.1% |
| 3M | -14.0% | -5.0% | -9.0% | -13.7% |
| 6M | -28.2% | -18.8% | -9.3% | -26.6% |
| YTD | -32.4% | -38.5% | +6.2% | -28.6% |
| 1Y | -42.2% | -38.1% | -4.1% | -39.1% |
| 3Y | +45.9% | -53.8% | +99.6% | +49.3% |
| 5Y | -1.8% | -90.7% | +88.9% | +16.8% |
| All | +354.5% | -79.3% | +433.8% | +319.3% |
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