+47.0%
NFLX vs SPY
+78.0%
-31.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -1.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.4% |
| 30D | -9.0% | -3.3% | -5.7% | -6.8% |
| 3M | -13.7% | -2.4% | -11.3% | -12.3% |
| 6M | -26.9% | +2.6% | -29.5% | -28.8% |
| YTD | -31.8% | +11.2% | -43.0% | -38.3% |
| 1Y | -42.1% | +13.4% | -55.4% | -48.6% |
| 3Y | +47.0% | +79.9% | -32.9% | -23.0% |
| All | +47.0% | +78.0% | -31.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling