+15,465.3%
NFLX vs SPYM
+812.4%
+14,652.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -2.0% | +2.6% | -4.5% | -4.2% |
| 30D | -11.9% | -2.0% | -9.9% | -10.5% |
| 3M | -20.6% | -2.8% | -17.8% | -18.7% |
| 6M | -29.0% | +2.2% | -31.2% | -30.9% |
| YTD | -33.7% | +11.5% | -45.3% | -40.8% |
| 1Y | -46.2% | +13.5% | -59.7% | -52.7% |
| 3Y | +39.8% | +78.0% | -38.3% | -19.5% |
| 5Y | -9.0% | +73.1% | -82.1% | -44.4% |
| 10Y | +441.5% | +310.9% | +130.6% | +62.3% |
| All | +15,465.3% | +812.4% | +14,652.9% | +2,471.1% |
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