+448.2%
NFLX vs STLD
+761.4%
-313.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.4% | -0.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.6% |
| 30D | -11.9% | -5.6% | -6.4% | -11.1% |
| 3M | -20.6% | -11.7% | -8.8% | -19.0% |
| 6M | -29.0% | -2.8% | -26.2% | -29.5% |
| YTD | -33.7% | +36.4% | -70.2% | -39.4% |
| 1Y | -46.2% | +50.0% | -96.2% | -51.9% |
| 3Y | +39.8% | +122.3% | -82.5% | +10.8% |
| 5Y | -9.0% | +273.2% | -282.2% | -37.7% |
| All | +448.2% | +761.4% | -313.3% | +200.1% |
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