+681.4%
NFLX vs SPXS
-99.6%
+781.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +0.9% |
| 7D | -1.1% | +2.5% | -3.6% | -0.1% |
| 30D | +4.3% | +4.2% | +0.1% | +6.1% |
| 3M | -4.8% | -9.3% | +4.6% | -7.5% |
| 6M | -18.4% | -30.7% | +12.3% | -27.9% |
| YTD | -17.4% | -28.1% | +10.6% | -25.7% |
| 1Y | -35.7% | -35.1% | -0.6% | -43.9% |
| 3Y | +73.8% | -79.6% | +153.4% | +9.1% |
| 5Y | +29.3% | -86.3% | +115.5% | -14.0% |
| All | +681.4% | -99.6% | +781.0% | +115.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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