+65,302.9%
NFLX vs STRL
+23,631.2%
+41,671.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.8% | -11.1% | -6.0% |
| 7D | -4.2% | +3.4% | -7.6% | -4.7% |
| 30D | +5.5% | -9.2% | +14.7% | +6.3% |
| 3M | -4.1% | -51.0% | +47.0% | +2.4% |
| 6M | -20.7% | +15.8% | -36.5% | -25.9% |
| YTD | -16.5% | +58.9% | -75.4% | -25.5% |
| 1Y | -37.8% | +68.5% | -106.3% | -45.3% |
| 3Y | +77.9% | +485.2% | -407.3% | +28.8% |
| 5Y | +32.5% | +2,005.1% | -1,972.6% | -19.1% |
| 10Y | +703.6% | +7,118.0% | -6,414.4% | +301.9% |
| All | +65,302.9% | +23,631.2% | +41,671.7% | +28,692.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling