+52,899.3%
NFLX vs STM
+140.9%
+52,758.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.4% | -7.7% | -4.7% |
| 7D | +2.1% | -10.7% | +12.9% | +5.4% |
| 30D | -9.0% | -25.7% | +16.7% | -1.2% |
| 3M | -14.0% | -21.6% | +7.6% | -9.2% |
| 6M | -28.2% | -27.8% | -0.4% | -25.9% |
| YTD | -32.4% | +61.8% | -94.1% | -49.0% |
| 1Y | -42.2% | +78.1% | -120.3% | -58.1% |
| 3Y | +45.9% | +4.9% | +41.0% | +18.7% |
| 5Y | -1.8% | -14.3% | +12.5% | -15.6% |
| 10Y | +419.6% | +414.1% | +5.6% | +102.9% |
| All | +52,899.3% | +140.9% | +52,758.5% | +12,696.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling