+9.7%
PYPL vs STLD
+105.6%
-96.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.4% |
| 7D | +3.9% | -11.1% | +15.0% | +7.0% |
| 30D | +7.8% | -4.8% | +12.6% | +9.0% |
| 3M | -0.7% | -14.6% | +13.9% | +3.0% |
| 6M | +28.8% | -7.4% | +36.2% | +29.6% |
| YTD | +2.4% | +32.6% | -30.2% | -9.7% |
| 1Y | -9.6% | +47.3% | -56.9% | -23.6% |
| 3Y | +9.7% | +107.5% | -97.9% | -20.0% |
| All | +9.7% | +105.6% | -96.0% | -20.0% |
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 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