+65,302.9%
NFLX vs SO
+827.5%
+64,475.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.1% |
| 7D | -4.2% | -0.2% | -4.1% | -4.2% |
| 30D | +5.5% | -4.6% | +10.0% | +7.0% |
| 3M | -4.1% | -3.0% | -1.0% | -3.2% |
| 6M | -20.7% | -8.3% | -12.4% | -18.6% |
| YTD | -16.5% | +3.5% | -20.1% | -17.7% |
| 1Y | -37.8% | -0.9% | -36.8% | -37.9% |
| 3Y | +77.9% | +45.4% | +32.5% | +52.8% |
| 5Y | +32.5% | +59.6% | -27.1% | +8.7% |
| 10Y | +703.6% | +156.6% | +546.9% | +408.2% |
| All | +65,302.9% | +827.5% | +64,475.4% | +18,943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling