+448.1%
NFLX vs SO
+188.2%
+259.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -0.3% | -0.1% | -0.1% | -0.2% |
| 30D | -10.0% | +8.7% | -18.7% | -11.2% |
| 3M | -17.1% | +3.4% | -20.5% | -17.5% |
| 6M | -27.7% | +3.7% | -31.4% | -28.1% |
| YTD | -32.5% | +10.0% | -42.6% | -33.5% |
| 1Y | -43.5% | +6.6% | -50.1% | -44.1% |
| 3Y | +41.4% | +52.5% | -11.0% | +30.7% |
| 5Y | -2.2% | +76.1% | -78.3% | -12.1% |
| 10Y | +448.1% | +194.9% | +253.2% | +376.5% |
| All | +448.1% | +188.2% | +259.9% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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