+423.4%
NFLX vs STM
+433.9%
-10.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | -0.9% |
| 7D | +2.6% | -5.6% | +8.2% | +3.6% |
| 30D | -9.0% | -14.4% | +5.4% | -6.2% |
| 3M | -13.7% | -20.5% | +6.7% | -10.1% |
| 6M | -26.9% | -24.5% | -2.4% | -26.0% |
| YTD | -31.8% | +72.7% | -104.5% | -48.6% |
| 1Y | -42.1% | +91.0% | -133.1% | -58.0% |
| 3Y | +47.0% | +13.5% | +33.5% | +19.1% |
| 5Y | -2.5% | -9.2% | +6.7% | -16.8% |
| 10Y | +423.4% | +422.5% | +0.8% | +137.9% |
| All | +423.4% | +433.9% | -10.5% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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