+670.3%
NFLX vs STRL
+7,463.3%
-6,792.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.2% | -5.1% | -2.3% |
| 7D | -5.0% | +10.1% | -15.1% | -6.1% |
| 30D | +3.5% | -8.2% | +11.7% | +4.2% |
| 3M | -7.1% | -43.7% | +36.6% | -2.0% |
| 6M | -22.5% | +27.1% | -49.6% | -30.0% |
| YTD | -18.1% | +64.0% | -82.1% | -29.8% |
| 1Y | -38.3% | +75.2% | -113.5% | -48.5% |
| 3Y | +73.4% | +539.9% | -466.5% | +8.9% |
| 5Y | +26.7% | +2,133.0% | -2,106.3% | -37.9% |
| 10Y | +670.3% | +7,178.3% | -6,507.9% | +210.5% |
| All | +670.3% | +7,463.3% | -6,792.9% | +210.5% |
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