+667.6%
NFLX vs STT
+269.0%
+398.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -8.1% | +1.0% | -9.1% | -8.4% |
| 30D | -0.3% | +2.8% | -3.1% | -1.3% |
| 3M | -6.6% | +18.1% | -24.7% | -11.5% |
| 6M | -22.7% | +59.2% | -81.9% | -33.5% |
| YTD | -18.9% | +51.5% | -70.4% | -29.4% |
| 1Y | -39.8% | +75.7% | -115.5% | -50.2% |
| 3Y | +71.7% | +200.8% | -129.1% | +17.6% |
| 5Y | +27.2% | +155.8% | -128.5% | -10.5% |
| All | +667.6% | +269.0% | +398.6% | +378.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling