+38.8%
PYPL vs SFM
+280.6%
-241.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.5% |
| 7D | -4.3% | -7.2% | +2.8% | -3.6% |
| 30D | -11.5% | -14.3% | +2.9% | -10.0% |
| 3M | +26.1% | -13.7% | +39.9% | +27.9% |
| 6M | +13.7% | -6.0% | +19.7% | +13.6% |
| YTD | -9.8% | -8.2% | -1.6% | -9.8% |
| 1Y | -22.1% | -46.2% | +24.2% | -17.3% |
| 3Y | -13.5% | +83.6% | -97.0% | -19.3% |
| 5Y | -81.6% | +212.7% | -294.3% | -83.9% |
| 10Y | +38.8% | +273.0% | -234.2% | +17.2% |
| All | +38.8% | +280.6% | -241.8% | +17.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling