+462.3%
NFLX vs STLD
+802.0%
-339.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.8% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -8.6% | -0.1% | -8.5% | -8.8% |
| 3M | -13.7% | -9.2% | -4.6% | -12.5% |
| 6M | -24.5% | +1.8% | -26.2% | -25.7% |
| YTD | -31.2% | +42.1% | -73.3% | -37.6% |
| 1Y | -43.2% | +58.5% | -101.7% | -49.9% |
| 3Y | +44.3% | +128.2% | -83.9% | +14.0% |
| 5Y | -1.9% | +288.2% | -290.1% | -33.3% |
| 10Y | +462.3% | +799.8% | -337.5% | +206.0% |
| All | +462.3% | +802.0% | -339.7% | +206.0% |
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