+63.8%
PYPL vs SFM
+91.8%
-28.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.8% |
| 7D | -1.2% | -7.1% | +5.9% | -0.5% |
| 30D | +6.1% | -21.4% | +27.5% | +8.2% |
| 3M | +1.1% | -40.1% | +41.2% | +5.8% |
| 6M | +32.7% | -38.0% | +70.8% | +38.0% |
| YTD | +2.8% | -36.5% | +39.3% | +6.2% |
| 1Y | -10.8% | -35.2% | +24.4% | -8.1% |
| 3Y | +9.8% | +23.5% | -13.7% | +6.7% |
| 5Y | -70.2% | +109.7% | -179.9% | -72.6% |
| 10Y | +50.1% | +132.6% | -82.5% | +32.5% |
| All | +63.8% | +91.8% | -28.0% | +54.6% |
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