+29.0%
NFLX vs STRL
+2,010.6%
-1,981.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.8% | -11.1% | -5.9% |
| 7D | -4.2% | +3.4% | -7.6% | -4.6% |
| 30D | +5.5% | -9.2% | +14.7% | +6.1% |
| 3M | -4.1% | -51.0% | +47.0% | +2.2% |
| 6M | -20.7% | +15.8% | -36.5% | -28.2% |
| YTD | -16.5% | +58.9% | -75.4% | -29.9% |
| 1Y | -37.8% | +68.5% | -106.3% | -49.4% |
| 3Y | +77.9% | +485.2% | -407.3% | -2.3% |
| All | +29.0% | +2,010.6% | -1,981.6% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling