+62.4%
PYPL vs STLD
+1,282.7%
-1,220.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.5% | 0.0% |
| 7D | +3.5% | -12.5% | +16.0% | +7.3% |
| 30D | +8.0% | -6.8% | +14.8% | +9.9% |
| 3M | +2.0% | -16.4% | +18.4% | +6.6% |
| 6M | +27.6% | -6.1% | +33.7% | +28.2% |
| YTD | +1.9% | +32.0% | -30.1% | -8.3% |
| 1Y | -12.4% | +45.5% | -57.9% | -23.5% |
| 3Y | +6.3% | +106.5% | -100.2% | -17.6% |
| 5Y | -73.6% | +267.2% | -340.8% | -83.1% |
| 10Y | +45.8% | +878.9% | -833.1% | -38.2% |
| All | +62.4% | +1,282.7% | -1,220.3% | -41.2% |
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 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