+26.7%
NFLX vs STZ
-36.5%
+63.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.6% | +3.7% | -0.8% |
| 7D | -5.0% | -7.4% | +2.4% | -3.6% |
| 30D | +3.5% | -10.9% | +14.4% | +5.8% |
| 3M | -7.1% | -13.4% | +6.3% | -4.7% |
| 6M | -22.5% | -16.2% | -6.3% | -20.0% |
| YTD | -18.1% | -10.4% | -7.7% | -16.9% |
| 1Y | -38.3% | -14.8% | -23.6% | -36.9% |
| 3Y | +73.4% | -50.1% | +123.5% | +101.7% |
| 5Y | +26.7% | -38.8% | +65.5% | +40.1% |
| All | +26.7% | -36.5% | +63.2% | +40.1% |
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