-19.0%
PYPL vs SAP
-19.8%
+0.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | +2.4% | -2.9% | +5.3% | +3.4% |
| 30D | -5.1% | +9.0% | -14.1% | -8.1% |
| 3M | +28.6% | +14.9% | +13.6% | +21.8% |
| 6M | +17.9% | +11.9% | +6.1% | +12.8% |
| YTD | -5.3% | -9.9% | +4.6% | -1.4% |
| 1Y | -19.0% | -19.5% | +0.5% | -7.4% |
| All | -19.0% | -19.8% | +0.8% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling