-39.3%
NFLX vs SGOV
+3.1%
-42.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +7.1% | -0.2% | +7.3% | +7.4% |
| 30D | -1.6% | 0.0% | -1.6% | -2.7% |
| 3M | -9.8% | +0.3% | -10.1% | -13.0% |
| 6M | -27.1% | +1.2% | -28.3% | -31.3% |
| YTD | -29.2% | +2.5% | -31.7% | -40.8% |
| 1Y | -39.3% | +3.1% | -42.4% | -27.1% |
| All | -39.3% | +3.1% | -42.4% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGOV.
Daily Out/Under-Performance
Portfolio return minus SGOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGOV 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 1y: compounded portfolio wealth divided by compounded SGOV 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…
1y analysis · Full analysis span regression · 6 months rolling