+27.2%
NFLX vs SRE
+48.6%
-21.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | -8.1% | +1.5% | -9.6% | -8.3% |
| 30D | -0.3% | +0.8% | -1.2% | -0.6% |
| 3M | -6.6% | -5.8% | -0.8% | -5.7% |
| 6M | -22.7% | -7.8% | -14.9% | -21.6% |
| YTD | -18.9% | -2.4% | -16.6% | -18.7% |
| 1Y | -39.8% | +8.9% | -48.7% | -41.0% |
| 3Y | +71.7% | +31.1% | +40.6% | +57.5% |
| 5Y | +27.2% | +48.6% | -21.4% | +17.5% |
| All | +27.2% | +48.6% | -21.3% | +17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling