+38.8%
PYPL vs SGI
+263.3%
-224.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -4.3% | +0.6% | -4.9% | -4.5% |
| 30D | -11.5% | +5.5% | -17.0% | -13.0% |
| 3M | +26.1% | -3.6% | +29.7% | +26.7% |
| 6M | +13.7% | -15.0% | +28.7% | +17.5% |
| YTD | -9.8% | -23.0% | +13.2% | -4.7% |
| 1Y | -22.1% | -18.4% | -3.6% | -19.4% |
| 3Y | -13.5% | +57.8% | -71.3% | -27.5% |
| 5Y | -81.6% | +51.5% | -133.1% | -85.1% |
| 10Y | +38.8% | +275.2% | -236.4% | -18.5% |
| All | +38.8% | +263.3% | -224.5% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling