+448.2%
NFLX vs SRE
+127.7%
+320.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.0% |
| 7D | -2.0% | +1.8% | -3.7% | -2.3% |
| 30D | -11.9% | -3.0% | -8.9% | -11.5% |
| 3M | -20.6% | -7.3% | -13.3% | -19.6% |
| 6M | -29.0% | -11.9% | -17.1% | -27.5% |
| YTD | -33.7% | -7.9% | -25.8% | -32.9% |
| 1Y | -46.2% | -11.1% | -35.0% | -45.1% |
| 3Y | +39.8% | +24.8% | +15.0% | +30.9% |
| 5Y | -9.0% | +52.4% | -61.3% | -18.1% |
| All | +448.2% | +127.7% | +320.5% | +371.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling