+51.4%
PYPL vs SAP
+277.3%
-225.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.5% |
| 7D | +2.7% | -2.9% | +5.6% | +4.4% |
| 30D | -4.9% | +9.0% | -13.9% | -10.0% |
| 3M | +28.9% | +14.9% | +13.9% | +17.0% |
| 6M | +18.2% | +11.9% | +6.3% | +7.9% |
| YTD | -5.0% | -9.9% | +4.9% | -2.0% |
| 1Y | -18.8% | -19.5% | +0.7% | -9.8% |
| 3Y | -12.6% | +61.8% | -74.4% | -41.8% |
| 5Y | -80.8% | +56.2% | -137.0% | -87.2% |
| 10Y | +49.9% | +180.6% | -130.7% | -35.8% |
| All | +51.4% | +277.3% | -225.9% | -45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling