-73.9%
PYPL vs SFM
+105.4%
-179.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.1% |
| 7D | +3.9% | -1.2% | +5.1% | +4.0% |
| 30D | +7.8% | -24.8% | +32.6% | +10.9% |
| 3M | -0.7% | -43.7% | +43.0% | +5.9% |
| 6M | +28.8% | -37.3% | +66.0% | +34.6% |
| YTD | +2.4% | -38.4% | +40.7% | +6.7% |
| 1Y | -9.6% | -36.9% | +27.3% | -6.1% |
| 3Y | +9.7% | +20.7% | -11.0% | +5.7% |
| All | -73.9% | +105.4% | -179.2% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling