-2.7%
NFLX vs STT
+100.0%
-102.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | +2.1% | -2.5% | +4.6% | +3.1% |
| 30D | -9.0% | -5.0% | -4.1% | -7.4% |
| 3M | -14.0% | -10.5% | -3.5% | -10.5% |
| 6M | -28.2% | +10.0% | -38.2% | -31.6% |
| YTD | -32.4% | +30.7% | -63.1% | -40.7% |
| 1Y | -42.2% | +43.8% | -86.0% | -51.6% |
| 3Y | +45.9% | +168.1% | -122.2% | -12.6% |
| All | -2.7% | +100.0% | -102.7% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling