+51.4%
PYPL vs SBAC
+81.5%
-30.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | +2.7% | -0.8% | +3.5% | +3.0% |
| 30D | -4.9% | +6.9% | -11.8% | -7.7% |
| 3M | +28.9% | -8.2% | +37.1% | +32.8% |
| 6M | +18.2% | -1.6% | +19.9% | +16.4% |
| YTD | -5.0% | -0.1% | -4.9% | -7.4% |
| 1Y | -18.8% | -0.5% | -18.4% | -21.0% |
| 3Y | -12.6% | -9.1% | -3.5% | -14.7% |
| 5Y | -80.8% | -43.8% | -37.0% | -76.4% |
| 10Y | +49.9% | +80.5% | -30.6% | +3.6% |
| All | +51.4% | +81.5% | -30.1% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling