+50.1%
PYPL vs STT
+203.9%
-153.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.5% |
| 7D | -1.2% | +0.4% | -1.6% | -1.4% |
| 30D | +6.1% | -0.4% | +6.6% | +6.2% |
| 3M | +1.1% | -6.5% | +7.5% | +3.8% |
| 6M | +32.7% | +17.2% | +15.6% | +22.9% |
| YTD | +2.8% | +38.2% | -35.4% | -12.0% |
| 1Y | -10.8% | +49.3% | -60.1% | -26.2% |
| 3Y | +9.8% | +181.9% | -172.1% | -31.1% |
| 5Y | -70.2% | +106.9% | -177.2% | -79.6% |
| 10Y | +50.1% | +203.1% | -153.1% | -14.2% |
| All | +50.1% | +203.9% | -153.9% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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