-12.3%
PYPL vs SGI
-33.8%
+21.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -1.1% | -10.7% | +9.6% | +0.8% |
| 30D | +3.8% | -3.6% | +7.4% | +4.5% |
| 3M | -1.3% | -5.4% | +4.1% | -0.4% |
| 6M | +29.0% | -7.0% | +36.1% | +30.2% |
| YTD | +0.7% | -31.6% | +32.4% | +1.7% |
| 1Y | -12.3% | -33.5% | +21.2% | -10.0% |
| All | -12.3% | -33.8% | +21.6% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling