+448.2%
NFLX vs SPY
+307.0%
+141.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.0% | +2.6% | -4.6% | -4.7% |
| 30D | -11.9% | -2.0% | -10.0% | -10.3% |
| 3M | -20.6% | -2.8% | -17.8% | -18.4% |
| 6M | -29.0% | +2.1% | -31.2% | -31.2% |
| YTD | -33.7% | +11.5% | -45.2% | -42.0% |
| 1Y | -46.2% | +13.5% | -59.6% | -53.9% |
| 3Y | +39.8% | +77.7% | -37.9% | -28.9% |
| 5Y | -9.0% | +72.6% | -81.6% | -50.9% |
| All | +448.2% | +307.0% | +141.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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