+65,302.9%
NFLX vs STM
+201.1%
+65,101.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.9% | -7.2% | -6.0% |
| 7D | -4.2% | +5.8% | -10.0% | -6.1% |
| 30D | +5.5% | -1.0% | +6.5% | +5.2% |
| 3M | -4.1% | -33.3% | +29.2% | +5.8% |
| 6M | -20.7% | +57.4% | -78.0% | -37.1% |
| YTD | -16.5% | +102.2% | -118.7% | -40.3% |
| 1Y | -37.8% | +99.6% | -137.4% | -55.9% |
| 3Y | +77.9% | +14.5% | +63.4% | +43.9% |
| 5Y | +32.5% | +21.4% | +11.1% | +2.9% |
| 10Y | +703.6% | +695.0% | +8.6% | +173.5% |
| All | +65,302.9% | +201.1% | +65,101.8% | +14,877.2% |
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