-39.3%
NFLX vs SRE
-7.5%
-31.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.9% | +7.6% | +5.0% |
| 7D | +7.1% | -2.1% | +9.2% | +7.3% |
| 30D | -1.6% | +6.1% | -7.7% | -2.7% |
| 3M | -9.8% | -3.5% | -6.2% | -9.6% |
| 6M | -27.1% | -10.8% | -16.3% | -25.6% |
| YTD | -29.2% | -4.0% | -25.2% | -27.7% |
| 1Y | -39.3% | -7.7% | -31.6% | -37.3% |
| All | -39.3% | -7.5% | -31.8% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling