+31.3%
NFLX vs SPYG
+85.2%
-53.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.0% |
| 7D | -1.1% | -0.9% | -0.2% | -0.2% |
| 30D | +4.3% | -1.5% | +5.8% | +5.8% |
| 3M | -4.8% | +3.7% | -8.5% | -9.0% |
| 6M | -18.4% | +16.4% | -34.9% | -32.0% |
| YTD | -17.4% | +13.3% | -30.8% | -29.3% |
| 1Y | -35.7% | +17.9% | -53.6% | -47.7% |
| 3Y | +73.8% | +98.3% | -24.6% | -27.7% |
| All | +31.3% | +85.2% | -53.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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