+51.4%
PYPL vs STLD
+1,404.8%
-1,353.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | +2.7% | +3.1% | -0.5% | +1.8% |
| 30D | -4.9% | -9.0% | +4.1% | -2.7% |
| 3M | +28.9% | -12.4% | +41.2% | +32.8% |
| 6M | +18.2% | +25.5% | -7.3% | +9.4% |
| YTD | -5.0% | +43.6% | -48.6% | -16.2% |
| 1Y | -18.8% | +87.2% | -106.0% | -34.0% |
| 3Y | -12.6% | +135.2% | -147.8% | -34.6% |
| 5Y | -80.8% | +290.9% | -371.7% | -87.9% |
| 10Y | +49.9% | +1,113.5% | -1,063.5% | -40.5% |
| All | +51.4% | +1,404.8% | -1,353.4% | -46.3% |
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