+27.2%
NFLX vs SPYM
+81.6%
-54.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -8.1% | -0.4% | -7.7% | -7.7% |
| 30D | -0.3% | -1.4% | +1.0% | +1.4% |
| 3M | -6.6% | +3.7% | -10.3% | -11.0% |
| 6M | -22.7% | +13.0% | -35.7% | -34.5% |
| YTD | -18.9% | +12.5% | -31.4% | -30.9% |
| 1Y | -39.8% | +18.6% | -58.4% | -52.5% |
| 3Y | +71.7% | +78.0% | -6.3% | -25.8% |
| 5Y | +27.2% | +82.3% | -55.1% | -44.2% |
| All | +27.2% | +81.6% | -54.4% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling