-8.3%
PYPL vs STLD
+50.3%
-58.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.3% |
| 7D | +2.2% | -9.7% | +11.8% | +2.3% |
| 30D | +8.1% | -4.5% | +12.7% | +8.2% |
| 3M | +1.9% | -13.1% | +15.0% | +1.8% |
| 6M | +33.1% | -2.8% | +35.9% | +33.2% |
| YTD | +3.8% | +35.3% | -31.6% | +1.5% |
| All | -8.3% | +50.3% | -58.7% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling