+667.4%
NFLX vs SPYM
+321.7%
+345.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.6% |
| 7D | -8.1% | -2.0% | -6.1% | -6.0% |
| 30D | +1.6% | -1.6% | +3.3% | +3.5% |
| 3M | -7.3% | +4.7% | -12.1% | -12.1% |
| 6M | -21.6% | +12.6% | -34.2% | -31.7% |
| YTD | -18.9% | +11.8% | -30.7% | -29.0% |
| 1Y | -39.1% | +17.5% | -56.6% | -49.7% |
| 3Y | +71.7% | +77.0% | -5.3% | -11.3% |
| 5Y | +27.0% | +82.6% | -55.6% | -34.5% |
| All | +667.4% | +321.7% | +345.7% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling