+65.4%
PYPL vs STLA
-8.8%
+74.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +2.2% | -6.4% | +8.5% | +4.3% |
| 30D | +8.1% | -1.3% | +9.5% | +8.1% |
| 3M | +1.9% | -19.9% | +21.8% | +8.2% |
| 6M | +33.1% | -42.9% | +76.0% | +56.7% |
| YTD | +3.8% | -59.4% | +63.2% | +33.2% |
| 1Y | -8.3% | -56.8% | +48.5% | +14.8% |
| 3Y | +11.9% | -73.1% | +84.9% | +56.7% |
| 5Y | -70.4% | -70.1% | -0.4% | -61.1% |
| 10Y | +47.2% | +19.8% | +27.4% | +29.6% |
| All | +65.4% | -8.8% | +74.2% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling