+9,851.6%
NFLX vs SCHG
+1,127.0%
+8,724.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.2% |
| 7D | -8.1% | -0.9% | -7.2% | -7.2% |
| 30D | -0.3% | -2.3% | +1.9% | +2.1% |
| 3M | -6.6% | +4.5% | -11.1% | -11.2% |
| 6M | -22.7% | +13.6% | -36.2% | -33.3% |
| YTD | -18.9% | +7.6% | -26.5% | -25.9% |
| 1Y | -39.8% | +13.0% | -52.9% | -48.3% |
| 3Y | +71.7% | +87.0% | -15.3% | -17.2% |
| 5Y | +27.2% | +82.9% | -55.6% | -35.1% |
| 10Y | +687.9% | +453.6% | +234.2% | +19.0% |
| All | +9,851.6% | +1,127.0% | +8,724.6% | +642.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling