-2.7%
NFLX vs STLA
-70.1%
+67.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.2% |
| 7D | +2.1% | -4.5% | +6.7% | +3.0% |
| 30D | -9.0% | -3.9% | -5.1% | -8.5% |
| 3M | -14.0% | -20.2% | +6.2% | -10.4% |
| 6M | -28.2% | -42.2% | +14.0% | -20.4% |
| YTD | -32.4% | -59.3% | +27.0% | -20.1% |
| 1Y | -42.2% | -56.1% | +13.9% | -33.5% |
| 3Y | +45.9% | -73.7% | +119.5% | +85.8% |
| All | -2.7% | -70.1% | +67.4% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling