-81.0%
PYPL vs SFM
+230.0%
-311.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.4% |
| 7D | +2.7% | -0.1% | +2.7% | +2.7% |
| 30D | -4.9% | -4.4% | -0.5% | -4.5% |
| 3M | +28.9% | +1.5% | +27.4% | +28.1% |
| 6M | +18.2% | +6.5% | +11.8% | +16.1% |
| YTD | -5.0% | +2.2% | -7.2% | -6.4% |
| 1Y | -18.8% | -41.9% | +23.1% | -13.3% |
| 3Y | -12.6% | +106.8% | -119.3% | -20.0% |
| All | -81.0% | +230.0% | -311.0% | -82.5% |
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