+423.4%
NFLX vs STLD
+779.4%
-356.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.4% |
| 7D | +2.6% | -9.7% | +12.2% | +4.6% |
| 30D | -9.0% | -4.5% | -4.5% | -8.4% |
| 3M | -13.7% | -13.1% | -0.7% | -11.8% |
| 6M | -26.9% | -2.8% | -24.2% | -27.4% |
| YTD | -31.8% | +35.3% | -67.1% | -37.5% |
| 1Y | -42.1% | +51.4% | -93.4% | -48.3% |
| 3Y | +47.0% | +117.9% | -71.0% | +17.3% |
| 5Y | -2.5% | +272.6% | -275.1% | -33.0% |
| 10Y | +423.4% | +782.2% | -358.8% | +204.0% |
| All | +423.4% | +779.4% | -356.0% | +204.0% |
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