+65,302.9%
NFLX vs SPGI
+2,090.0%
+63,212.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.8% | -4.7% |
| 7D | -4.2% | +0.1% | -4.4% | -4.4% |
| 30D | +5.5% | +8.4% | -2.9% | +1.8% |
| 3M | -4.1% | +11.8% | -15.9% | -9.0% |
| 6M | -20.7% | +5.7% | -26.4% | -23.2% |
| YTD | -16.5% | -9.7% | -6.9% | -14.0% |
| 1Y | -37.8% | -12.5% | -25.3% | -35.3% |
| 3Y | +77.9% | +21.8% | +56.1% | +58.1% |
| 5Y | +32.5% | +8.2% | +24.3% | +24.0% |
| 10Y | +703.6% | +309.5% | +394.0% | +321.5% |
| All | +65,302.9% | +2,090.0% | +63,212.9% | +12,352.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling