+74.4%
NFLX vs STLD
+135.5%
-61.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.6% | -3.7% | -5.2% |
| 7D | -4.2% | +3.1% | -7.4% | -4.4% |
| 30D | +5.5% | -9.0% | +14.4% | +6.0% |
| 3M | -4.1% | -12.4% | +8.3% | -3.3% |
| 6M | -20.7% | +25.5% | -46.2% | -22.9% |
| YTD | -16.5% | +43.6% | -60.2% | -20.3% |
| 1Y | -37.8% | +87.2% | -125.0% | -42.8% |
| All | +74.4% | +135.5% | -61.1% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling