+65,302.9%
NFLX vs SPY
+996.1%
+64,306.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.0% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -4.1% | +2.0% | -6.1% | -6.3% |
| 6M | -20.7% | +13.0% | -33.7% | -30.5% |
| YTD | -16.5% | +13.5% | -30.1% | -27.3% |
| 1Y | -37.8% | +20.0% | -57.7% | -48.9% |
| 3Y | +77.9% | +77.2% | +0.7% | -2.1% |
| 5Y | +32.5% | +81.9% | -49.4% | -26.1% |
| 10Y | +703.6% | +314.1% | +389.5% | +102.8% |
| All | +65,302.9% | +996.1% | +64,306.8% | +4,028.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling