-2.7%
NFLX vs SPGI
+11.1%
-13.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.7% |
| 7D | +2.1% | +0.3% | +1.9% | +2.0% |
| 30D | -9.0% | +18.4% | -27.4% | -17.4% |
| 3M | -14.0% | +15.7% | -29.6% | -20.8% |
| 6M | -28.2% | +17.3% | -45.4% | -34.9% |
| YTD | -32.4% | -4.7% | -27.6% | -31.7% |
| 1Y | -42.2% | +1.8% | -44.0% | -44.2% |
| 3Y | +45.9% | +31.7% | +14.2% | +12.5% |
| All | -2.7% | +11.1% | -13.8% | -19.9% |
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