+2,038.9%
STX vs PYPL
+45.9%
+1,993.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.7% |
| 7D | +16.8% | -1.1% | +18.0% | +17.3% |
| 30D | -27.0% | +3.8% | -30.8% | -27.8% |
| 3M | -37.9% | -1.3% | -36.6% | -38.0% |
| 6M | -32.5% | +29.0% | -61.5% | -38.4% |
| YTD | +98.6% | +0.7% | +97.9% | +91.7% |
| 1Y | +93.6% | -12.3% | +105.9% | +95.5% |
| 3Y | +699.1% | +7.6% | +691.4% | +622.4% |
| 5Y | +481.0% | -71.7% | +552.7% | +681.0% |
| All | +2,038.9% | +45.9% | +1,993.0% | +1,026.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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