-0.4%
SPY vs NFLX
+7.0%
-7.4%
-2.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +5.0% | -0.1% |
| 7D | +0.1% | -4.2% | +4.4% | +0.4% |
| All | -0.4% | +7.0% | -7.4% | -0.7% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling