-37.8%
NFLX vs SCHG
+16.6%
-54.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -5.0% |
| 7D | -4.2% | -0.7% | -3.5% | -4.0% |
| 30D | +5.5% | +0.2% | +5.2% | +5.4% |
| 3M | -4.1% | +2.2% | -6.3% | -4.8% |
| 6M | -20.7% | +15.0% | -35.7% | -25.1% |
| YTD | -16.5% | +9.2% | -25.7% | -19.7% |
| 1Y | -37.8% | +15.7% | -53.5% | -40.5% |
| All | -37.8% | +16.6% | -54.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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