+64,065.9%
NFLX vs SPYG
+1,276.2%
+62,789.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.4% |
| 7D | -5.0% | +1.2% | -6.2% | -6.1% |
| 30D | +3.5% | -1.6% | +5.1% | +5.1% |
| 3M | -7.1% | +3.4% | -10.5% | -10.9% |
| 6M | -22.5% | +18.9% | -41.4% | -36.0% |
| YTD | -18.1% | +13.8% | -31.9% | -29.6% |
| 1Y | -38.3% | +20.6% | -58.9% | -50.3% |
| 3Y | +73.4% | +100.5% | -27.1% | -17.8% |
| 5Y | +26.7% | +84.6% | -57.9% | -32.2% |
| 10Y | +670.3% | +410.8% | +259.5% | +56.8% |
| All | +64,065.9% | +1,276.2% | +62,789.7% | +4,120.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling