-39.3%
NFLX vs STRL
-30.1%
-9.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -21.5% | +26.1% | +2.5% |
| 7D | +7.1% | -27.1% | +34.2% | +4.1% |
| 30D | -1.6% | -45.8% | +44.2% | -6.9% |
| 3M | -9.8% | -47.6% | +37.9% | -14.5% |
| 6M | -27.1% | -46.4% | +19.4% | -30.7% |
| YTD | -29.2% | -7.4% | -21.8% | -32.6% |
| 1Y | -39.3% | -25.9% | -13.4% | -41.3% |
| All | -39.3% | -30.1% | -9.1% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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