-43.5%
NFLX vs XLP
+22.3%
-65.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -1.5% |
| 30D | -10.0% | +9.1% | -19.1% | -14.2% |
| 3M | -17.1% | +7.9% | -24.9% | -20.4% |
| 6M | -27.7% | +9.6% | -37.3% | -30.9% |
| YTD | -32.5% | +19.4% | -52.0% | -36.7% |
| 1Y | -43.5% | +22.4% | -65.9% | -47.4% |
| All | -43.5% | +22.3% | -65.8% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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