+65,302.9%
NFLX vs SRE
+1,384.7%
+63,918.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.1% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | +5.5% | -0.7% | +6.2% | +5.6% |
| 3M | -4.1% | -6.3% | +2.3% | -2.1% |
| 6M | -20.7% | -10.7% | -10.0% | -17.8% |
| YTD | -16.5% | -3.5% | -13.1% | -16.0% |
| 1Y | -37.8% | +5.3% | -43.1% | -39.5% |
| 3Y | +77.9% | +31.8% | +46.1% | +54.1% |
| 5Y | +32.5% | +47.4% | -14.9% | +8.4% |
| 10Y | +703.6% | +120.6% | +583.0% | +408.7% |
| All | +65,302.9% | +1,384.7% | +63,918.2% | +11,082.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling