-8.5%
NFLX vs STM
-5.1%
-3.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -1.0% |
| 7D | -2.0% | +12.0% | -14.0% | -4.2% |
| 30D | -11.9% | -0.4% | -11.6% | -12.5% |
| 3M | -20.6% | -13.2% | -7.4% | -19.3% |
| 6M | -29.0% | -26.1% | -3.0% | -27.8% |
| YTD | -33.7% | +81.2% | -114.9% | -50.3% |
| 1Y | -46.2% | +98.3% | -144.5% | -61.0% |
| 3Y | +39.8% | +16.7% | +23.1% | +15.5% |
| All | -8.5% | -5.1% | -3.4% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling