+16,904.1%
NFLX vs SGI
+1,798.9%
+15,105.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.0% | -5.3% | +3.3% | -0.8% |
| 30D | -11.9% | -2.1% | -9.9% | -11.6% |
| 3M | -20.6% | -8.2% | -12.4% | -19.1% |
| 6M | -29.0% | -4.6% | -24.5% | -28.7% |
| YTD | -33.7% | -31.5% | -2.3% | -29.0% |
| 1Y | -46.2% | -30.8% | -15.3% | -42.5% |
| 3Y | +39.8% | +67.2% | -27.4% | +19.1% |
| 5Y | -9.0% | +42.5% | -51.5% | -21.4% |
| 10Y | +441.5% | +321.9% | +119.6% | +223.3% |
| All | +16,904.1% | +1,798.9% | +15,105.2% | +5,996.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling