+65,302.9%
NFLX vs STZ
+988.7%
+64,314.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -4.2% | -1.9% | -2.3% | -3.7% |
| 30D | +5.5% | -1.9% | +7.3% | +5.9% |
| 3M | -4.1% | -6.2% | +2.2% | -2.6% |
| 6M | -20.7% | -14.0% | -6.7% | -17.7% |
| YTD | -16.5% | -5.1% | -11.4% | -16.1% |
| 1Y | -37.8% | -9.6% | -28.2% | -36.9% |
| 3Y | +77.9% | -47.2% | +125.1% | +105.1% |
| 5Y | +32.5% | -33.6% | +66.1% | +42.3% |
| 10Y | +703.6% | -9.8% | +713.3% | +661.0% |
| All | +65,302.9% | +988.7% | +64,314.2% | +29,082.8% |
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