+47.2%
PYPL vs SAN
+267.2%
-220.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.1% | -4.8% | -0.7% |
| 7D | +2.2% | +8.7% | -6.6% | -0.7% |
| 30D | +8.1% | -6.5% | +14.6% | +10.3% |
| 3M | +1.9% | -14.2% | +16.1% | +6.9% |
| 6M | +33.1% | +2.7% | +30.4% | +30.9% |
| YTD | +3.8% | +8.9% | -5.1% | -0.5% |
| 1Y | -8.3% | +23.4% | -31.7% | -15.8% |
| 3Y | +11.9% | +257.9% | -246.1% | -29.8% |
| 5Y | -70.4% | +297.8% | -368.2% | -82.6% |
| 10Y | +47.2% | +259.6% | -212.4% | -8.7% |
| All | +47.2% | +267.2% | -220.1% | -8.7% |
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