+51.9%
PYPL vs SFM
+137.0%
-85.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -1.1% | -0.4% | -0.7% | -1.1% |
| 30D | +3.8% | -19.2% | +23.0% | +5.7% |
| 3M | -1.3% | -40.3% | +39.0% | +3.9% |
| 6M | +29.0% | -40.9% | +69.9% | +35.6% |
| YTD | +0.7% | -35.5% | +36.3% | +4.2% |
| 1Y | -12.3% | -37.4% | +25.2% | -8.9% |
| 3Y | +7.6% | +25.5% | -17.8% | +3.6% |
| 5Y | -71.7% | +113.0% | -184.7% | -74.5% |
| All | +51.9% | +137.0% | -85.1% | +31.0% |
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