+51.4%
PYPL vs SGI
+339.9%
-288.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | +2.7% | +8.5% | -5.9% | +0.3% |
| 30D | -4.9% | +0.7% | -5.6% | -5.4% |
| 3M | +28.9% | +0.6% | +28.3% | +27.8% |
| 6M | +18.2% | -17.9% | +36.2% | +23.4% |
| YTD | -5.0% | -21.2% | +16.2% | -0.3% |
| 1Y | -18.8% | -18.9% | 0.0% | -15.9% |
| 3Y | -12.6% | +52.6% | -65.2% | -25.9% |
| 5Y | -80.8% | +60.7% | -141.5% | -84.6% |
| 10Y | +49.9% | +278.1% | -228.2% | -11.2% |
| All | +51.4% | +339.9% | -288.6% | -13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling