-35.7%
NFLX vs XLY
-2.6%
-33.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.6% |
| 7D | -1.1% | -1.7% | +0.6% | -0.6% |
| 30D | +4.3% | -4.2% | +8.5% | +5.5% |
| 3M | -4.8% | -2.7% | -2.1% | -3.9% |
| 6M | -18.4% | -0.6% | -17.8% | -18.6% |
| YTD | -17.4% | -5.0% | -12.4% | -16.8% |
| 1Y | -35.7% | -4.1% | -31.6% | -35.4% |
| All | -35.7% | -2.6% | -33.1% | -35.4% |
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