-2.7%
NFLX vs SPG
+74.6%
-77.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.6% |
| 7D | +2.1% | +4.9% | -2.8% | +0.1% |
| 30D | -9.0% | +15.6% | -24.6% | -14.5% |
| 3M | -14.0% | +4.1% | -18.0% | -15.5% |
| 6M | -28.2% | +13.6% | -41.7% | -32.3% |
| YTD | -32.4% | +27.5% | -59.9% | -39.6% |
| 1Y | -42.2% | +32.2% | -74.4% | -49.3% |
| 3Y | +45.9% | +126.0% | -80.1% | -6.7% |
| All | -2.7% | +74.6% | -77.3% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling