+47.2%
PYPL vs STLD
+779.4%
-732.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +2.2% | -9.7% | +11.8% | +4.9% |
| 30D | +8.1% | -4.5% | +12.7% | +9.4% |
| 3M | +1.9% | -13.1% | +15.0% | +5.4% |
| 6M | +33.1% | -2.8% | +35.9% | +32.6% |
| YTD | +3.8% | +35.3% | -31.6% | -7.2% |
| 1Y | -8.3% | +51.4% | -59.7% | -20.8% |
| 3Y | +11.9% | +117.9% | -106.1% | -14.6% |
| 5Y | -70.4% | +272.6% | -343.0% | -81.2% |
| 10Y | +47.2% | +782.2% | -735.0% | -29.0% |
| All | +47.2% | +779.4% | -732.2% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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