+21,309.0%
NFLX vs SGI
+2,083.6%
+19,225.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.9% | -5.5% |
| 7D | -4.2% | +8.5% | -12.8% | -6.1% |
| 30D | +5.5% | +0.7% | +4.8% | +5.2% |
| 3M | -4.1% | +0.6% | -4.7% | -4.6% |
| 6M | -20.7% | -17.9% | -2.7% | -18.1% |
| YTD | -16.5% | -21.2% | +4.6% | -13.3% |
| 1Y | -37.8% | -18.9% | -18.9% | -36.1% |
| 3Y | +77.9% | +52.6% | +25.3% | +54.4% |
| 5Y | +32.5% | +60.7% | -28.2% | +11.2% |
| 10Y | +703.6% | +278.1% | +425.4% | +387.5% |
| All | +21,309.0% | +2,083.6% | +19,225.4% | +7,341.3% |
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 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