+26,050.4%
NFLX vs SPXS
-100.0%
+26,150.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.3% |
| 7D | -5.0% | -1.5% | -3.5% | -5.4% |
| 30D | +3.5% | +3.7% | -0.1% | +5.0% |
| 3M | -7.1% | -9.6% | +2.5% | -9.7% |
| 6M | -22.5% | -32.4% | +9.9% | -31.3% |
| YTD | -18.1% | -28.7% | +10.5% | -25.9% |
| 1Y | -38.3% | -38.1% | -0.2% | -46.5% |
| 3Y | +73.4% | -80.1% | +153.5% | +12.9% |
| 5Y | +26.7% | -85.9% | +112.6% | -10.9% |
| 10Y | +670.3% | -99.5% | +769.8% | +163.2% |
| All | +26,050.4% | -100.0% | +26,150.4% | +3,354.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling