+452.9%
NFLX vs STLA
-3.1%
+456.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -6.1% | +3.2% | -1.5% |
| 7D | -4.4% | -13.1% | +8.7% | -1.4% |
| 30D | -11.0% | -13.3% | +2.2% | -8.5% |
| 3M | -15.5% | -27.9% | +12.3% | -9.9% |
| 6M | -28.5% | -47.8% | +19.4% | -18.3% |
| YTD | -33.1% | -64.6% | +31.4% | -18.0% |
| 1Y | -45.8% | -64.0% | +18.2% | -34.1% |
| 3Y | +40.2% | -76.8% | +117.0% | +83.0% |
| 5Y | -8.2% | -74.2% | +66.0% | +11.9% |
| All | +452.9% | -3.1% | +456.0% | +464.2% |
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