+423.4%
NFLX vs SPGI
+335.6%
+87.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.5% |
| 7D | +2.6% | -0.9% | +3.4% | +3.1% |
| 30D | -9.0% | +15.5% | -24.5% | -15.9% |
| 3M | -13.7% | +15.7% | -29.4% | -20.3% |
| 6M | -26.9% | +19.1% | -46.0% | -33.9% |
| YTD | -31.8% | -4.1% | -27.7% | -31.6% |
| 1Y | -42.1% | +1.2% | -43.3% | -43.7% |
| 3Y | +47.0% | +31.6% | +15.4% | +20.5% |
| 5Y | -2.5% | +12.4% | -15.0% | -14.2% |
| 10Y | +423.4% | +334.3% | +89.1% | +97.2% |
| All | +423.4% | +335.6% | +87.8% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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