+10.9%
PYPL vs STLD
+116.6%
-105.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.8% |
| 7D | +2.2% | -9.7% | +11.8% | +4.8% |
| 30D | +8.1% | -4.5% | +12.7% | +9.3% |
| 3M | +1.9% | -13.1% | +15.0% | +5.2% |
| 6M | +33.1% | -2.8% | +35.9% | +32.2% |
| YTD | +3.8% | +35.3% | -31.6% | -9.0% |
| 1Y | -8.3% | +51.4% | -59.7% | -23.1% |
| All | +10.9% | +116.6% | -105.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling