+448.1%
NFLX vs SPG
+117.2%
+330.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | -0.3% | +5.6% | -5.8% | -1.0% |
| 30D | -10.0% | +17.6% | -27.6% | -12.1% |
| 3M | -17.1% | +7.5% | -24.5% | -18.0% |
| 6M | -27.7% | +18.5% | -46.2% | -29.5% |
| YTD | -32.5% | +30.9% | -63.5% | -35.3% |
| 1Y | -43.5% | +34.1% | -77.6% | -46.0% |
| 3Y | +41.4% | +135.5% | -94.1% | +24.3% |
| 5Y | -2.2% | +86.5% | -88.7% | -13.4% |
| 10Y | +448.1% | +116.1% | +332.0% | +437.0% |
| All | +448.1% | +117.2% | +330.9% | +437.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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