-37.8%
NFLX vs XLF
+9.9%
-47.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.6% | -5.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | +5.5% | +0.2% | +5.3% | +5.4% |
| 3M | -4.1% | +11.7% | -15.8% | -6.8% |
| 6M | -20.7% | +13.8% | -34.5% | -23.6% |
| YTD | -16.5% | +7.0% | -23.5% | -18.9% |
| 1Y | -37.8% | +9.1% | -46.9% | -40.1% |
| All | -37.8% | +9.9% | -47.7% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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