+73.4%
NFLX vs SPY
+78.7%
-5.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.5% |
| 7D | -5.0% | +0.5% | -5.5% | -5.4% |
| 30D | +3.5% | -0.9% | +4.5% | +4.4% |
| 3M | -7.1% | +3.9% | -11.0% | -10.0% |
| 6M | -22.5% | +14.5% | -37.0% | -31.2% |
| YTD | -18.1% | +12.9% | -31.0% | -26.5% |
| 1Y | -38.3% | +19.4% | -57.7% | -47.5% |
| 3Y | +73.4% | +78.5% | -5.1% | +2.4% |
| All | +73.4% | +78.7% | -5.3% | +2.4% |
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