+47.2%
PYPL vs STLA
+21.0%
+26.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.2% | -6.4% | +8.5% | +4.4% |
| 30D | +8.1% | -1.3% | +9.5% | +8.1% |
| 3M | +1.9% | -19.9% | +21.8% | +8.5% |
| 6M | +33.1% | -42.9% | +76.0% | +57.9% |
| YTD | +3.8% | -59.4% | +63.2% | +34.9% |
| 1Y | -8.3% | -56.8% | +48.5% | +16.1% |
| 3Y | +11.9% | -73.1% | +84.9% | +59.5% |
| 5Y | -70.4% | -70.1% | -0.4% | -60.7% |
| 10Y | +47.2% | +19.8% | +27.4% | +45.8% |
| All | +47.2% | +21.0% | +26.2% | +45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling