-19.0%
PYPL vs SFM
-41.4%
+22.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.9% | -6.1% | -3.4% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | -5.1% | -4.4% | -0.8% | -4.9% |
| 3M | +28.6% | +1.5% | +27.0% | +28.4% |
| 6M | +17.9% | +6.5% | +11.5% | +16.8% |
| YTD | -5.3% | +2.2% | -7.4% | -6.4% |
| 1Y | -19.0% | -41.9% | +22.9% | -12.9% |
| All | -19.0% | -41.4% | +22.4% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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