+51.4%
PYPL vs SFM
+208.8%
-157.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -3.3% |
| 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% | +28.2% |
| 6M | +18.2% | +6.5% | +11.8% | +16.6% |
| YTD | -5.0% | +2.2% | -7.2% | -6.0% |
| 1Y | -18.8% | -41.9% | +23.1% | -14.9% |
| 3Y | -12.6% | +106.8% | -119.3% | -19.0% |
| 5Y | -80.8% | +231.6% | -312.3% | -83.1% |
| 10Y | +49.9% | +258.4% | -208.5% | +26.9% |
| All | +51.4% | +208.8% | -157.4% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling