+314.7%
SPY vs NFLX
+707.0%
-392.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -1.0% | +0.5% |
| 7D | -0.8% | -1.1% | +0.3% | -0.5% |
| 30D | -1.1% | +4.3% | -5.4% | -2.0% |
| 3M | +3.9% | -4.8% | +8.6% | +4.5% |
| 6M | +13.6% | -18.4% | +32.0% | +17.7% |
| YTD | +12.7% | -17.4% | +30.1% | +16.0% |
| 1Y | +17.5% | -35.7% | +53.2% | +27.1% |
| 3Y | +76.9% | +73.8% | +3.1% | +52.6% |
| 5Y | +83.6% | +29.3% | +54.3% | +58.5% |
| All | +314.7% | +707.0% | -392.3% | +168.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling