+53,843.8%
NFLX vs SPY
+984.0%
+52,859.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +0.7% |
| 7D | -2.8% | -0.9% | -1.9% | -2.1% |
| 30D | -8.6% | -2.4% | -6.2% | -6.7% |
| 3M | -13.7% | -1.2% | -12.6% | -13.0% |
| 6M | -24.5% | +3.3% | -27.8% | -27.5% |
| YTD | -31.2% | +12.3% | -43.5% | -39.5% |
| 1Y | -43.2% | +12.4% | -55.7% | -50.3% |
| 3Y | +44.3% | +78.8% | -34.5% | -21.5% |
| 5Y | -1.9% | +75.2% | -77.0% | -43.4% |
| 10Y | +462.3% | +311.1% | +151.2% | +42.4% |
| All | +53,843.8% | +984.0% | +52,859.8% | +3,332.1% |
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