+3,132.7%
SMH vs NFLX
+66,285.3%
-63,152.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.5% |
| 7D | +5.2% | -5.0% | +10.2% | +6.2% |
| 30D | -1.5% | +3.5% | -5.1% | -2.4% |
| 3M | -4.1% | -7.1% | +3.0% | -3.3% |
| 6M | +50.8% | -22.5% | +73.2% | +56.8% |
| YTD | +59.3% | -18.1% | +77.4% | +63.2% |
| 1Y | +94.1% | -38.3% | +132.4% | +109.5% |
| 3Y | +286.7% | +73.4% | +213.3% | +240.2% |
| 5Y | +339.4% | +26.7% | +312.8% | +292.8% |
| 10Y | +1,803.3% | +670.3% | +1,133.0% | +1,149.4% |
| All | +3,132.7% | +66,285.3% | -63,152.6% | +538.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NFLX.
Daily Out/Under-Performance
Portfolio return minus NFLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NFLX 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 all: compounded portfolio wealth divided by compounded NFLX 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…
all analysis · Full analysis span regression · 6 months rolling