+687.9%
NFLX vs SPG
+59.6%
+628.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.6% |
| 7D | -8.1% | -1.7% | -6.4% | -7.9% |
| 30D | -0.3% | -6.3% | +5.9% | +0.6% |
| 3M | -6.6% | -2.4% | -4.2% | -6.3% |
| 6M | -22.7% | +9.6% | -32.3% | -23.8% |
| YTD | -18.9% | +14.2% | -33.1% | -20.6% |
| 1Y | -39.8% | +19.3% | -59.1% | -41.5% |
| 3Y | +71.7% | +106.7% | -35.0% | +53.9% |
| 5Y | +27.2% | +104.2% | -77.0% | +13.4% |
| 10Y | +687.9% | +63.7% | +624.2% | +679.2% |
| All | +687.9% | +59.6% | +628.3% | +679.2% |
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