+19,497.5%
NFLX vs SPYM
+829.4%
+18,668.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.0% |
| 7D | -4.2% | +0.1% | -4.4% | -4.3% |
| 30D | +5.5% | +0.1% | +5.4% | +5.4% |
| 3M | -4.1% | +2.0% | -6.1% | -6.1% |
| 6M | -20.7% | +13.1% | -33.7% | -29.8% |
| YTD | -16.5% | +13.6% | -30.2% | -26.5% |
| 1Y | -37.8% | +20.1% | -57.8% | -48.1% |
| 3Y | +77.9% | +77.6% | +0.3% | +2.8% |
| 5Y | +32.5% | +82.5% | -50.0% | -22.5% |
| 10Y | +703.6% | +317.6% | +386.0% | +137.9% |
| All | +19,497.5% | +829.4% | +18,668.1% | +3,091.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling