+667.6%
NFLX vs SGI
+278.2%
+389.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -8.1% | +0.6% | -8.7% | -8.2% |
| 30D | -0.3% | +5.5% | -5.9% | -1.5% |
| 3M | -6.6% | -3.6% | -3.0% | -6.2% |
| 6M | -22.7% | -15.0% | -7.6% | -20.9% |
| YTD | -18.9% | -23.0% | +4.1% | -15.6% |
| 1Y | -39.8% | -18.4% | -21.4% | -38.4% |
| 3Y | +71.7% | +57.8% | +13.9% | +49.4% |
| 5Y | +27.2% | +51.5% | -24.2% | +6.7% |
| All | +667.6% | +278.2% | +389.4% | +402.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling