+36.9%
PYPL vs SAN
+338.5%
-301.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -3.1% |
| 7D | +1.7% | +3.3% | -1.6% | +0.7% |
| 30D | -9.7% | +1.1% | -10.8% | -10.1% |
| 3M | +29.2% | +22.2% | +7.0% | +20.4% |
| 6M | +13.9% | +36.0% | -22.1% | +1.7% |
| YTD | -8.1% | +28.2% | -36.3% | -16.3% |
| 1Y | -21.4% | +54.1% | -75.5% | -32.9% |
| 3Y | -11.8% | +354.2% | -366.1% | -48.6% |
| 5Y | -81.1% | +387.3% | -468.4% | -89.6% |
| 10Y | +36.9% | +334.8% | -297.9% | -21.3% |
| All | +36.9% | +338.5% | -301.6% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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