+26.7%
NFLX vs SPY
+81.8%
-55.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.2% |
| 7D | -5.0% | +0.5% | -5.5% | -5.6% |
| 30D | +3.5% | -0.9% | +4.5% | +4.8% |
| 3M | -7.1% | +3.9% | -11.0% | -11.6% |
| 6M | -22.5% | +14.5% | -37.0% | -35.1% |
| YTD | -18.1% | +12.9% | -31.0% | -30.4% |
| 1Y | -38.3% | +19.4% | -57.7% | -51.5% |
| 3Y | +73.4% | +78.5% | -5.1% | -24.4% |
| 5Y | +26.7% | +81.8% | -55.1% | -43.5% |
| All | +26.7% | +81.8% | -55.1% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling