-39.8%
NFLX vs SPGI
-18.0%
-21.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.3% |
| 7D | -8.1% | -3.1% | -5.0% | -7.3% |
| 30D | -0.3% | +2.0% | -2.4% | -0.8% |
| 3M | -6.6% | +4.3% | -10.9% | -7.9% |
| 6M | -22.7% | -0.2% | -22.4% | -23.3% |
| YTD | -18.9% | -14.8% | -4.1% | -18.5% |
| 1Y | -39.8% | -18.5% | -21.3% | -38.7% |
| All | -39.8% | -18.0% | -21.8% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling