+45.9%
NFLX vs STZ
-37.2%
+83.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -3.1% |
| 7D | +2.1% | +4.9% | -2.8% | +1.6% |
| 30D | -9.0% | +20.9% | -29.9% | -10.8% |
| 3M | -14.0% | +8.0% | -21.9% | -14.8% |
| 6M | -28.2% | -5.3% | -22.9% | -28.4% |
| YTD | -32.4% | +5.9% | -38.3% | -32.8% |
| 1Y | -42.2% | +14.2% | -56.4% | -42.8% |
| 3Y | +45.9% | -37.0% | +82.8% | +47.0% |
| All | +45.9% | -37.2% | +83.0% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling