+73.4%
NFLX vs SPG
+112.2%
-38.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.1% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +3.5% | -4.9% | +8.5% | +4.7% |
| 3M | -7.1% | +3.3% | -10.4% | -7.8% |
| 6M | -22.5% | +11.2% | -33.7% | -24.4% |
| YTD | -18.1% | +17.1% | -35.2% | -21.0% |
| 1Y | -38.3% | +21.6% | -59.9% | -41.1% |
| 3Y | +73.4% | +111.9% | -38.5% | +60.4% |
| All | +73.4% | +112.2% | -38.8% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling