-46.2%
NFLX vs STRL
-22.7%
-23.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -1.2% |
| 7D | -2.0% | +15.7% | -17.6% | -0.5% |
| 30D | -11.9% | -35.5% | +23.5% | -15.3% |
| 3M | -20.6% | -47.1% | +26.6% | -24.8% |
| 6M | -29.0% | -65.8% | +36.8% | -34.6% |
| YTD | -33.7% | -4.5% | -29.2% | -36.8% |
| 1Y | -46.2% | -10.5% | -35.7% | -48.5% |
| All | -46.2% | -22.7% | -23.5% | -48.5% |
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 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