+74.4%
NFLX vs STT
+207.1%
-132.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -4.2% | +0.5% | -4.7% | -4.3% |
| 30D | +5.5% | +3.9% | +1.6% | +4.9% |
| 3M | -4.1% | +20.0% | -24.0% | -6.7% |
| 6M | -20.7% | +55.3% | -76.0% | -26.6% |
| YTD | -16.5% | +53.3% | -69.9% | -22.8% |
| 1Y | -37.8% | +74.7% | -112.5% | -44.4% |
| All | +74.4% | +207.1% | -132.7% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling