+65.4%
PYPL vs SFM
+88.1%
-22.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +2.2% | -10.2% | +12.4% | +3.2% |
| 30D | +8.1% | -23.9% | +32.0% | +10.6% |
| 3M | +1.9% | -42.3% | +44.2% | +7.1% |
| 6M | +33.1% | -40.1% | +73.3% | +38.9% |
| YTD | +3.8% | -37.8% | +41.5% | +7.4% |
| 1Y | -8.3% | -37.1% | +28.8% | -5.2% |
| 3Y | +11.9% | +21.5% | -9.7% | +8.8% |
| 5Y | -70.4% | +103.8% | -174.2% | -72.7% |
| 10Y | +47.2% | +142.0% | -94.8% | +30.0% |
| All | +65.4% | +88.1% | -22.7% | +56.4% |
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