+687.9%
NFLX vs STLA
+46.8%
+641.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.6% |
| 7D | -8.1% | +0.4% | -8.5% | -8.2% |
| 30D | -0.3% | -5.2% | +4.9% | +0.7% |
| 3M | -6.6% | -24.9% | +18.2% | -1.0% |
| 6M | -22.7% | -25.2% | +2.5% | -18.6% |
| YTD | -18.9% | -51.4% | +32.5% | -7.0% |
| 1Y | -39.8% | -40.7% | +0.9% | -35.2% |
| 3Y | +71.7% | -66.3% | +138.0% | +104.4% |
| 5Y | +27.2% | -63.2% | +90.5% | +43.6% |
| 10Y | +687.9% | +48.7% | +639.1% | +667.2% |
| All | +687.9% | +46.8% | +641.1% | +667.2% |
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