-39.3%
NFLX vs STT
+53.6%
-92.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.2% | +2.5% | +4.9% |
| 7D | +7.1% | -0.1% | +7.2% | +7.0% |
| 30D | -1.6% | -1.7% | 0.0% | -1.8% |
| 3M | -9.8% | -6.4% | -3.4% | -10.5% |
| 6M | -27.1% | +17.7% | -44.7% | -25.3% |
| YTD | -29.2% | +36.9% | -66.1% | -27.0% |
| 1Y | -39.3% | +52.0% | -91.3% | -38.4% |
| All | -39.3% | +53.6% | -92.8% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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