+50.1%
PYPL vs SFM
+142.0%
-91.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +2.2% | -10.2% | +12.4% | +3.3% |
| 30D | +8.1% | -23.9% | +32.0% | +10.9% |
| 3M | +1.9% | -42.3% | +44.2% | +7.6% |
| 6M | +33.1% | -40.1% | +73.3% | +39.5% |
| YTD | +3.8% | -37.8% | +41.5% | +7.8% |
| 1Y | -8.3% | -37.1% | +28.8% | -5.0% |
| 3Y | +11.9% | +21.5% | -9.7% | +8.2% |
| 5Y | -70.4% | +103.8% | -174.2% | -73.1% |
| All | +50.1% | +142.0% | -91.9% | +28.2% |
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