+670.3%
NFLX vs SO
+156.9%
+513.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.0% |
| 7D | -5.0% | +1.0% | -6.0% | -5.1% |
| 30D | +3.5% | -3.2% | +6.7% | +4.1% |
| 3M | -7.1% | -1.7% | -5.4% | -6.9% |
| 6M | -22.5% | -7.2% | -15.3% | -21.6% |
| YTD | -18.1% | +4.6% | -22.7% | -18.7% |
| 1Y | -38.3% | +1.2% | -39.5% | -38.5% |
| 3Y | +73.4% | +45.3% | +28.1% | +60.9% |
| 5Y | +26.7% | +58.7% | -32.0% | +15.3% |
| 10Y | +670.3% | +155.9% | +514.5% | +567.2% |
| All | +670.3% | +156.9% | +513.4% | +567.2% |
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