+687.9%
NFLX vs SPGI
+287.8%
+400.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | +0.4% |
| 7D | -8.1% | -3.1% | -5.0% | -6.6% |
| 30D | -0.3% | +2.0% | -2.4% | -1.4% |
| 3M | -6.6% | +4.3% | -10.9% | -9.2% |
| 6M | -22.7% | -0.2% | -22.4% | -23.4% |
| YTD | -18.9% | -14.8% | -4.1% | -13.4% |
| 1Y | -39.8% | -18.5% | -21.3% | -34.4% |
| 3Y | +71.7% | +16.0% | +55.8% | +50.3% |
| 5Y | +27.2% | +2.2% | +25.0% | +17.9% |
| 10Y | +687.9% | +296.4% | +391.4% | +233.0% |
| All | +687.9% | +287.8% | +400.1% | +233.0% |
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