+45.1%
PYPL vs STRL
+3,580.1%
-3,535.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | +0.1% |
| 7D | +3.9% | -26.9% | +30.8% | +7.1% |
| 30D | +7.8% | -52.7% | +60.5% | +16.9% |
| 3M | -0.7% | -52.8% | +52.2% | +7.4% |
| 6M | +28.8% | -71.5% | +100.2% | +46.0% |
| YTD | +2.4% | -17.4% | +19.8% | -6.3% |
| 1Y | -9.6% | -35.0% | +25.4% | -13.9% |
| 3Y | +9.7% | +239.2% | -229.6% | -28.5% |
| 5Y | -73.5% | +830.2% | -903.6% | -86.3% |
| All | +45.1% | +3,580.1% | -3,535.0% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling