+63.2%
PYPL vs STLD
+1,289.0%
-1,225.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +3.9% | -11.1% | +15.0% | +7.2% |
| 30D | +7.8% | -4.8% | +12.6% | +9.1% |
| 3M | -0.7% | -14.6% | +13.9% | +3.2% |
| 6M | +28.8% | -7.4% | +36.2% | +30.0% |
| YTD | +2.4% | +32.6% | -30.2% | -8.0% |
| 1Y | -9.6% | +47.3% | -56.9% | -21.3% |
| 3Y | +9.7% | +107.5% | -97.9% | -15.1% |
| 5Y | -73.5% | +268.8% | -342.3% | -83.1% |
| 10Y | +46.5% | +883.3% | -836.9% | -38.0% |
| All | +63.2% | +1,289.0% | -1,225.8% | -41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling