+452.9%
NFLX vs STRL
+3,816.9%
-3,364.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.8% |
| 7D | -4.4% | +23.4% | -27.8% | -6.5% |
| 30D | -11.0% | -39.5% | +28.5% | -6.9% |
| 3M | -15.5% | -45.1% | +29.5% | -11.1% |
| 6M | -28.5% | -64.6% | +36.1% | -22.1% |
| YTD | -33.1% | -1.5% | -31.6% | -40.2% |
| 1Y | -45.8% | -20.8% | -25.1% | -50.0% |
| 3Y | +40.2% | +353.1% | -313.0% | -10.9% |
| 5Y | -8.2% | +942.9% | -951.0% | -51.7% |
| All | +452.9% | +3,816.9% | -3,364.0% | +137.0% |
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