-2.7%
NFLX vs SO
+75.0%
-77.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +2.1% | -1.5% | +3.6% | +2.3% |
| 30D | -9.0% | +8.1% | -17.1% | -10.0% |
| 3M | -14.0% | +0.2% | -14.2% | -14.0% |
| 6M | -28.2% | +0.4% | -28.6% | -28.2% |
| YTD | -32.4% | +8.5% | -40.9% | -33.0% |
| 1Y | -42.2% | +4.9% | -47.1% | -42.5% |
| 3Y | +45.9% | +47.9% | -2.0% | +34.9% |
| All | -2.7% | +75.0% | -77.7% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling