-37.8%
NFLX vs SGOV
+3.8%
-41.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -4.2% | +0.1% | -4.3% | -4.7% |
| 30D | +5.5% | +0.3% | +5.1% | +3.3% |
| 3M | -4.1% | +1.0% | -5.0% | -8.2% |
| 6M | -20.7% | +1.9% | -22.6% | -24.2% |
| YTD | -16.5% | +2.5% | -19.0% | -22.0% |
| 1Y | -37.8% | +3.8% | -41.6% | -30.7% |
| All | -37.8% | +3.8% | -41.6% | -30.7% |
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