+687.9%
NFLX vs STZ
-13.0%
+700.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | -8.1% | -6.0% | -2.1% | -6.8% |
| 30D | -0.3% | -8.9% | +8.5% | +1.8% |
| 3M | -6.6% | -12.6% | +5.9% | -3.8% |
| 6M | -22.7% | -17.2% | -5.5% | -19.5% |
| YTD | -18.9% | -10.0% | -8.9% | -17.6% |
| 1Y | -39.8% | -14.3% | -25.5% | -38.3% |
| 3Y | +71.7% | -49.9% | +121.6% | +98.7% |
| 5Y | +27.2% | -38.2% | +65.5% | +38.3% |
| 10Y | +687.9% | -12.0% | +699.9% | +724.5% |
| All | +687.9% | -13.0% | +700.9% | +724.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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