+81.7%
NFLX vs SGOV
+20.3%
+61.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | 0.0% | -1.1% | -1.0% |
| 30D | +4.3% | +0.3% | +4.0% | +4.5% |
| 3M | -4.8% | +0.9% | -5.7% | -4.1% |
| 6M | -18.4% | +1.8% | -20.3% | -17.1% |
| YTD | -17.4% | +2.5% | -20.0% | -15.6% |
| 1Y | -35.7% | +3.8% | -39.5% | -33.5% |
| 3Y | +73.8% | +14.4% | +59.4% | +80.3% |
| 5Y | +29.3% | +20.2% | +9.1% | +119.5% |
| All | +81.7% | +20.3% | +61.5% | +218.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling