+70.7%
NFLX vs SPYM
+77.0%
-6.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.6% |
| 7D | -8.1% | -0.4% | -7.7% | -7.8% |
| 30D | -0.3% | -1.4% | +1.0% | +0.8% |
| 3M | -6.6% | +3.7% | -10.3% | -9.5% |
| 6M | -22.7% | +13.0% | -35.7% | -30.8% |
| YTD | -18.9% | +12.5% | -31.4% | -27.2% |
| 1Y | -39.8% | +18.6% | -58.4% | -48.8% |
| All | +70.7% | +77.0% | -6.3% | 0.0% |
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