+423.4%
NFLX vs STRL
+4,310.8%
-3,887.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +15.0% | -14.1% | -0.7% |
| 7D | +2.6% | -13.3% | +15.9% | +3.4% |
| 30D | -9.0% | -43.3% | +34.3% | -4.2% |
| 3M | -13.7% | -46.9% | +33.1% | -9.0% |
| 6M | -26.9% | -65.6% | +38.7% | -20.2% |
| YTD | -31.8% | -5.1% | -26.7% | -38.8% |
| 1Y | -42.1% | -23.1% | -19.0% | -46.3% |
| 3Y | +47.0% | +346.8% | -299.9% | -6.3% |
| 5Y | -2.5% | +907.2% | -909.7% | -48.3% |
| 10Y | +423.4% | +3,988.2% | -3,564.8% | +135.5% |
| All | +423.4% | +4,310.8% | -3,887.4% | +135.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling