+681.4%
NFLX vs SPMO
+517.6%
+163.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.4% |
| 7D | -1.1% | -0.9% | -0.1% | -0.3% |
| 30D | +4.3% | -1.9% | +6.2% | +5.6% |
| 3M | -4.8% | -1.4% | -3.4% | -6.4% |
| 6M | -18.4% | +25.5% | -43.9% | -37.3% |
| YTD | -17.4% | +24.8% | -42.3% | -36.3% |
| 1Y | -35.7% | +24.5% | -60.2% | -50.5% |
| 3Y | +73.8% | +157.1% | -83.3% | -35.6% |
| 5Y | +29.3% | +149.5% | -120.2% | -50.2% |
| All | +681.4% | +517.6% | +163.8% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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