+39.0%
PYPL vs STRL
+6,846.4%
-6,807.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.4% |
| 7D | -5.9% | +5.4% | -11.3% | -6.6% |
| 30D | -9.4% | -9.0% | -0.4% | -8.5% |
| 3M | +31.3% | -37.1% | +68.4% | +37.2% |
| 6M | +19.1% | +17.8% | +1.3% | +8.7% |
| YTD | -7.9% | +58.3% | -66.2% | -21.0% |
| 1Y | -17.9% | +61.0% | -78.9% | -30.6% |
| 3Y | -11.6% | +517.8% | -529.4% | -45.4% |
| 5Y | -81.0% | +2,119.0% | -2,200.1% | -91.1% |
| All | +39.0% | +6,846.4% | -6,807.4% | -47.2% |
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