+448.1%
NFLX vs SPY
+304.1%
+144.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | -10.0% | -3.7% | -6.3% | -6.6% |
| 3M | -17.1% | -2.7% | -14.3% | -14.9% |
| 6M | -27.7% | +2.2% | -29.9% | -30.0% |
| YTD | -32.5% | +10.8% | -43.4% | -40.6% |
| 1Y | -43.5% | +11.2% | -54.8% | -50.6% |
| 3Y | +41.4% | +76.5% | -35.0% | -27.6% |
| 5Y | -2.2% | +72.9% | -75.2% | -47.4% |
| 10Y | +448.1% | +304.8% | +143.3% | +13.0% |
| All | +448.1% | +304.1% | +144.0% | +13.0% |
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