+448.1%
NFLX vs STLD
+804.7%
-356.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.8% | -1.8% |
| 7D | -0.3% | -4.7% | +4.4% | +0.6% |
| 30D | -10.0% | -0.9% | -9.1% | -10.1% |
| 3M | -17.1% | -11.9% | -5.2% | -15.4% |
| 6M | -27.7% | +0.9% | -28.6% | -28.7% |
| YTD | -32.5% | +40.4% | -73.0% | -38.7% |
| 1Y | -43.5% | +56.6% | -100.1% | -50.0% |
| 3Y | +41.4% | +125.5% | -84.0% | +12.0% |
| 5Y | -2.2% | +292.8% | -295.0% | -33.7% |
| 10Y | +448.1% | +787.1% | -339.0% | +198.7% |
| All | +448.1% | +804.7% | -356.6% | +198.7% |
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