+409.0%
NFLX vs STLD
+868.9%
-459.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.4% |
| 7D | +2.1% | -11.1% | +13.3% | +4.4% |
| 30D | -9.0% | -4.8% | -4.2% | -8.4% |
| 3M | -14.0% | -14.6% | +0.6% | -11.7% |
| 6M | -28.2% | -7.4% | -20.8% | -27.9% |
| YTD | -32.4% | +32.6% | -64.9% | -37.7% |
| 1Y | -42.2% | +47.3% | -89.5% | -48.1% |
| 3Y | +45.9% | +107.5% | -61.7% | +18.0% |
| 5Y | -1.8% | +268.8% | -270.6% | -32.0% |
| All | +409.0% | +868.9% | -459.9% | +208.9% |
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