-45.8%
NFLX vs STM
+95.5%
-141.4%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -2.8% |
| 7D | -4.4% | +16.3% | -20.7% | -2.6% |
| 30D | -11.0% | -6.3% | -4.8% | -11.4% |
| 3M | -15.5% | -14.1% | -1.4% | -16.4% |
| 6M | -28.5% | -19.6% | -8.9% | -29.2% |
| YTD | -33.1% | +80.1% | -113.3% | -30.3% |
| 1Y | -45.8% | +95.4% | -141.2% | -43.0% |
| All | -45.8% | +95.5% | -141.4% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling