+689.2%
NFLX vs STLD
+1,087.1%
-397.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.0% |
| 7D | -4.2% | +3.1% | -7.4% | -4.8% |
| 30D | +5.5% | -9.0% | +14.4% | +7.3% |
| 3M | -4.1% | -12.4% | +8.3% | -2.0% |
| 6M | -20.7% | +25.5% | -46.2% | -25.4% |
| YTD | -16.5% | +43.6% | -60.2% | -24.1% |
| 1Y | -37.8% | +87.2% | -125.0% | -46.9% |
| 3Y | +77.9% | +135.2% | -57.3% | +40.0% |
| 5Y | +32.5% | +290.9% | -258.4% | -9.4% |
| All | +689.2% | +1,087.1% | -397.9% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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