+39.8%
NFLX vs SPYM
+78.4%
-38.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.0% | +2.6% | -4.5% | -3.9% |
| 30D | -11.9% | -2.0% | -9.9% | -10.7% |
| 3M | -20.6% | -2.8% | -17.8% | -18.9% |
| 6M | -29.0% | +2.2% | -31.2% | -30.7% |
| YTD | -33.7% | +11.5% | -45.3% | -40.3% |
| 1Y | -46.2% | +13.5% | -59.7% | -52.4% |
| 3Y | +39.8% | +78.0% | -38.3% | -25.0% |
| All | +39.8% | +78.4% | -38.7% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling