+53,350.7%
NFLX vs SO
+885.0%
+52,465.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.4% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | -9.0% | +8.6% | -17.6% | -11.5% |
| 3M | -13.7% | +1.8% | -15.5% | -14.3% |
| 6M | -26.9% | +3.6% | -30.5% | -27.9% |
| YTD | -31.8% | +9.9% | -41.7% | -34.1% |
| 1Y | -42.1% | +5.7% | -47.8% | -43.3% |
| 3Y | +47.0% | +52.5% | -5.5% | +24.5% |
| 5Y | -2.5% | +77.3% | -79.8% | -22.8% |
| 10Y | +423.4% | +186.8% | +236.6% | +216.5% |
| All | +53,350.7% | +885.0% | +52,465.7% | +15,155.4% |
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