-39.1%
NFLX vs SRE
+7.5%
-46.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | -8.1% | -0.7% | -7.4% | -8.0% |
| 30D | +1.6% | -1.7% | +3.4% | +1.8% |
| 3M | -7.3% | -7.1% | -0.2% | -6.5% |
| 6M | -21.6% | -8.4% | -13.2% | -20.4% |
| YTD | -18.9% | -3.5% | -15.4% | -17.5% |
| 1Y | -39.1% | +5.4% | -44.5% | -36.4% |
| All | -39.1% | +7.5% | -46.6% | -36.4% |
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 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