-43.2%
NFLX vs STLD
+58.4%
-101.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +2.2% |
| 7D | -2.8% | -0.5% | -2.3% | -2.8% |
| 30D | -8.6% | -0.1% | -8.5% | -8.6% |
| 3M | -13.7% | -9.2% | -4.6% | -14.6% |
| 6M | -24.5% | +1.8% | -26.2% | -24.0% |
| YTD | -31.2% | +42.1% | -73.3% | -28.2% |
| 1Y | -43.2% | +58.5% | -101.7% | -40.6% |
| All | -43.2% | +58.4% | -101.6% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling