+38.8%
PYPL vs SBAC
+78.4%
-39.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.5% |
| 7D | -4.3% | +0.2% | -4.5% | -4.4% |
| 30D | -11.5% | +3.9% | -15.3% | -13.0% |
| 3M | +26.1% | -8.2% | +34.3% | +29.9% |
| 6M | +13.7% | -2.8% | +16.5% | +12.6% |
| YTD | -9.8% | -1.5% | -8.3% | -11.5% |
| 1Y | -22.1% | 0.0% | -22.1% | -24.3% |
| 3Y | -13.5% | -8.4% | -5.1% | -16.0% |
| 5Y | -81.6% | -43.5% | -38.1% | -77.4% |
| 10Y | +38.8% | +86.9% | -48.1% | +3.5% |
| All | +38.8% | +78.4% | -39.6% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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