-45.7%
NFLX vs SPG
+33.6%
-79.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.7% |
| 7D | -4.4% | +3.1% | -7.5% | -5.2% |
| 30D | -11.0% | +16.4% | -27.5% | -14.2% |
| 3M | -15.5% | +7.1% | -22.6% | -17.2% |
| 6M | -28.5% | +16.1% | -44.6% | -30.8% |
| YTD | -33.1% | +30.4% | -63.6% | -36.4% |
| All | -45.7% | +33.6% | -79.3% | -48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling