+63.2%
PYPL vs SBAC
+81.4%
-18.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.3% |
| 7D | +3.9% | +1.2% | +2.7% | +3.3% |
| 30D | +7.8% | +11.2% | -3.4% | +2.8% |
| 3M | -0.7% | +4.5% | -5.1% | -3.1% |
| 6M | +28.8% | -12.2% | +40.9% | +34.3% |
| YTD | +2.4% | -0.1% | +2.5% | -0.6% |
| 1Y | -9.6% | -0.3% | -9.3% | -12.3% |
| 3Y | +9.7% | -8.7% | +18.4% | +6.5% |
| 5Y | -73.5% | -40.2% | -33.3% | -68.5% |
| 10Y | +46.5% | +97.3% | -50.9% | -3.4% |
| All | +63.2% | +81.4% | -18.3% | +16.9% |
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