-2.7%
NFLX vs SWKS
-42.6%
+39.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.2% | -4.5% | -3.6% |
| 7D | +2.1% | -6.2% | +8.3% | +3.8% |
| 30D | -9.0% | -1.5% | -7.5% | -8.9% |
| 3M | -14.0% | +23.0% | -36.9% | -20.4% |
| 6M | -28.2% | +27.6% | -55.8% | -36.0% |
| YTD | -32.4% | +32.3% | -64.7% | -41.6% |
| 1Y | -42.2% | +20.1% | -62.3% | -48.3% |
| 3Y | +45.9% | +0.6% | +45.2% | +23.4% |
| All | -2.7% | -42.6% | +39.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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