-2.7%
NFLX vs STLD
+255.4%
-258.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.4% |
| 7D | +2.1% | -11.1% | +13.3% | +4.5% |
| 30D | -9.0% | -4.8% | -4.2% | -8.4% |
| 3M | -14.0% | -14.6% | +0.6% | -11.6% |
| 6M | -28.2% | -7.4% | -20.8% | -28.0% |
| YTD | -32.4% | +32.6% | -64.9% | -38.7% |
| 1Y | -42.2% | +47.3% | -89.5% | -49.2% |
| 3Y | +45.9% | +107.5% | -61.7% | +11.0% |
| All | -2.7% | +255.4% | -258.1% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling