+78.5%
SPY vs NFLX
+73.1%
+5.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NFLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.3% | -0.2% |
| 7D | +0.5% | -5.0% | +5.5% | +1.4% |
| 30D | -0.9% | +3.5% | -4.5% | -1.6% |
| 3M | +3.9% | -7.1% | +11.0% | +4.9% |
| 6M | +14.5% | -22.5% | +37.0% | +19.1% |
| YTD | +12.9% | -18.1% | +31.0% | +16.0% |
| 1Y | +19.4% | -38.3% | +57.7% | +29.9% |
| 3Y | +78.5% | +73.4% | +5.1% | +68.9% |
| All | +78.5% | +73.1% | +5.4% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling