+73.4%
NFLX vs SGI
+59.4%
+14.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.8% |
| 7D | -5.0% | +9.3% | -14.3% | -6.1% |
| 30D | +3.5% | +6.9% | -3.3% | +2.6% |
| 3M | -7.1% | +2.8% | -9.9% | -7.6% |
| 6M | -22.5% | -12.6% | -9.9% | -21.7% |
| YTD | -18.1% | -21.5% | +3.4% | -16.1% |
| 1Y | -38.3% | -18.8% | -19.6% | -37.3% |
| 3Y | +73.4% | +60.8% | +12.5% | +59.4% |
| All | +73.4% | +59.4% | +14.0% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling