-7.9%
PYPL vs STRL
-30.1%
+22.2%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -21.5% | +24.9% | +1.9% |
| 7D | +6.5% | -27.1% | +33.5% | +4.5% |
| 30D | +10.6% | -45.8% | +56.4% | +6.7% |
| 3M | +3.1% | -47.6% | +50.7% | -0.8% |
| 6M | +20.2% | -46.4% | +66.6% | +17.8% |
| YTD | +4.0% | -7.4% | +11.4% | -1.6% |
| 1Y | -7.9% | -25.9% | +18.0% | -10.0% |
| All | -7.9% | -30.1% | +22.2% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling