+63.2%
PYPL vs SAN
+159.1%
-95.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.2% |
| 7D | +3.9% | +4.9% | -1.0% | +2.3% |
| 30D | +7.8% | -13.0% | +20.8% | +12.6% |
| 3M | -0.7% | -18.9% | +18.2% | +6.0% |
| 6M | +28.8% | -4.1% | +32.9% | +29.6% |
| YTD | +2.4% | +2.6% | -0.2% | +0.3% |
| 1Y | -9.6% | +16.9% | -26.5% | -15.2% |
| 3Y | +9.7% | +239.1% | -229.4% | -28.5% |
| 5Y | -73.5% | +266.8% | -340.3% | -83.6% |
| 10Y | +46.5% | +246.0% | -199.6% | -12.4% |
| All | +63.2% | +159.1% | -95.9% | +7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling