-2.7%
NFLX vs STZ
-29.7%
+27.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.9% |
| 7D | +2.1% | +4.9% | -2.8% | +1.1% |
| 30D | -9.0% | +20.9% | -29.9% | -12.5% |
| 3M | -14.0% | +8.0% | -21.9% | -15.4% |
| 6M | -28.2% | -5.3% | -22.9% | -27.8% |
| YTD | -32.4% | +5.9% | -38.3% | -33.7% |
| 1Y | -42.2% | +14.2% | -56.4% | -44.3% |
| 3Y | +45.9% | -37.0% | +82.8% | +59.6% |
| All | -2.7% | -29.7% | +27.0% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling