+667.4%
NFLX vs STT
+267.9%
+399.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -8.1% | -1.4% | -6.7% | -7.7% |
| 30D | +1.6% | +2.2% | -0.5% | +0.9% |
| 3M | -7.3% | +18.8% | -26.1% | -12.3% |
| 6M | -21.6% | +57.9% | -79.5% | -32.4% |
| YTD | -18.9% | +51.0% | -69.9% | -29.3% |
| 1Y | -39.1% | +77.1% | -116.2% | -49.7% |
| 3Y | +71.7% | +199.8% | -128.2% | +17.7% |
| 5Y | +27.0% | +156.0% | -129.0% | -10.7% |
| All | +667.4% | +267.9% | +399.5% | +378.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling