+31.3%
NFLX vs SCHG
+84.3%
-53.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.9% |
| 7D | -1.1% | -1.0% | 0.0% | 0.0% |
| 30D | +4.3% | -1.3% | +5.6% | +5.7% |
| 3M | -4.8% | +5.4% | -10.2% | -10.0% |
| 6M | -18.4% | +14.4% | -32.8% | -30.1% |
| YTD | -17.4% | +8.0% | -25.5% | -24.8% |
| 1Y | -35.7% | +12.7% | -48.4% | -44.5% |
| 3Y | +73.8% | +85.6% | -11.8% | -19.4% |
| All | +31.3% | +84.3% | -53.0% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling