+52,774.0%
NFLX vs SPY
+969.9%
+51,804.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | +0.2% |
| 30D | -10.0% | -3.7% | -6.3% | -6.8% |
| 3M | -17.1% | -2.7% | -14.3% | -15.0% |
| 6M | -27.7% | +2.2% | -29.9% | -29.8% |
| YTD | -32.5% | +10.8% | -43.4% | -40.0% |
| 1Y | -43.5% | +11.2% | -54.8% | -50.0% |
| 3Y | +41.4% | +76.5% | -35.0% | -22.0% |
| 5Y | -2.2% | +72.9% | -75.2% | -42.9% |
| 10Y | +448.1% | +304.8% | +143.3% | +40.9% |
| All | +52,774.0% | +969.9% | +51,804.1% | +3,308.1% |
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