+29.0%
NFLX vs SPGI
+8.3%
+20.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -4.5% |
| 7D | -4.2% | +0.1% | -4.4% | -4.4% |
| 30D | +5.5% | +8.4% | -2.9% | +0.8% |
| 3M | -4.1% | +11.8% | -15.9% | -10.5% |
| 6M | -20.7% | +5.7% | -26.4% | -23.9% |
| YTD | -16.5% | -9.7% | -6.9% | -13.1% |
| 1Y | -37.8% | -12.5% | -25.3% | -34.2% |
| 3Y | +77.9% | +21.8% | +56.1% | +44.8% |
| All | +29.0% | +8.3% | +20.7% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling