+451.1%
NFLX vs STLA
+4.2%
+447.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.3% |
| 7D | -0.3% | -4.9% | +4.7% | +0.9% |
| 30D | -10.0% | -4.9% | -5.1% | -9.3% |
| 3M | -17.1% | -23.7% | +6.6% | -12.6% |
| 6M | -27.7% | -45.0% | +17.3% | -18.3% |
| YTD | -32.5% | -60.9% | +28.4% | -19.0% |
| 1Y | -43.5% | -58.9% | +15.4% | -33.4% |
| 3Y | +41.4% | -74.4% | +115.9% | +80.7% |
| 5Y | -2.2% | -71.5% | +69.3% | +16.7% |
| All | +451.1% | +4.2% | +447.0% | +431.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling