+27.0%
NFLX vs SPXS
-85.7%
+112.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.4% |
| 7D | -8.1% | +1.2% | -9.3% | -7.6% |
| 30D | -0.3% | +5.2% | -5.5% | +1.9% |
| 3M | -6.6% | -9.2% | +2.6% | -9.6% |
| 6M | -22.7% | -29.6% | +6.9% | -32.4% |
| YTD | -18.9% | -27.6% | +8.7% | -27.9% |
| 1Y | -39.8% | -36.7% | -3.1% | -49.3% |
| 3Y | +71.7% | -79.8% | +151.5% | -4.2% |
| All | +27.0% | -85.7% | +112.7% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling