-39.3%
NFLX vs XLY
+3.2%
-42.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.3% | +0.4% | +3.3% |
| 7D | +7.1% | +6.1% | +1.0% | +5.2% |
| 30D | -1.6% | +10.8% | -12.4% | -4.7% |
| 3M | -9.8% | +3.6% | -13.4% | -11.0% |
| 6M | -27.1% | +4.4% | -31.4% | -28.1% |
| YTD | -29.2% | +3.1% | -32.3% | -30.8% |
| 1Y | -39.3% | +3.6% | -42.8% | -40.5% |
| All | -39.3% | +3.2% | -42.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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