+52,774.0%
NFLX vs STZ
+1,145.7%
+51,628.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +5.3% | -5.6% | -1.6% |
| 30D | -10.0% | +19.6% | -29.6% | -14.3% |
| 3M | -17.1% | +10.0% | -27.0% | -19.2% |
| 6M | -27.7% | -0.3% | -27.4% | -27.9% |
| YTD | -32.5% | +8.6% | -41.1% | -34.6% |
| 1Y | -43.5% | +16.6% | -60.1% | -46.5% |
| 3Y | +41.4% | -34.8% | +76.2% | +53.9% |
| 5Y | -2.2% | -27.8% | +25.6% | +2.8% |
| 10Y | +448.1% | +12.5% | +435.6% | +388.7% |
| All | +52,774.0% | +1,145.7% | +51,628.3% | +22,640.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling